+12.5%
XLF vs CEG
-19.5%
+32.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | +2.7% | +12.1% | -9.4% | +2.4% |
| 30D | +7.6% | +0.2% | +7.4% | +7.6% |
| 3M | +1.1% | +0.7% | +0.4% | +0.9% |
| 6M | +15.9% | +2.2% | +13.6% | +15.6% |
| YTD | +8.4% | -20.3% | +28.8% | +8.6% |
| 1Y | +12.5% | -16.1% | +28.6% | +12.2% |
| All | +12.5% | -19.5% | +32.1% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling