+81.6%
XLF vs CEG
+135.3%
-53.8%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +2.7% | +12.1% | -9.4% | +1.9% |
| 30D | +7.6% | +0.2% | +7.4% | +7.5% |
| 3M | +1.1% | +0.7% | +0.4% | +0.8% |
| 6M | +15.9% | +2.2% | +13.6% | +15.2% |
| YTD | +8.4% | -20.3% | +28.8% | +9.5% |
| 1Y | +12.5% | -16.1% | +28.6% | +13.0% |
| 3Y | +81.6% | +134.7% | -53.1% | +64.7% |
| All | +81.6% | +135.3% | -53.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling