+57.1%
XLF vs CEG
+703.5%
-646.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -1.0% | +1.3% | -2.4% | -1.2% |
| 30D | -1.3% | +8.8% | -10.1% | -2.2% |
| 3M | +9.1% | +17.0% | -7.8% | +7.1% |
| 6M | +14.4% | -8.7% | +23.1% | +14.9% |
| YTD | +5.1% | -16.4% | +21.5% | +6.4% |
| 1Y | +8.6% | -1.8% | +10.4% | +7.3% |
| 3Y | +74.4% | +175.8% | -101.4% | +37.2% |
| All | +57.1% | +703.5% | -646.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling