+76.5%
XLI vs CEG
+681.8%
-605.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | -8.2% | +2.9% | -11.1% | -8.6% |
| 3M | +0.8% | +18.2% | -17.4% | -1.9% |
| 6M | +0.8% | -9.5% | +10.4% | +1.6% |
| YTD | +10.5% | -18.7% | +29.2% | +12.8% |
| 1Y | +14.1% | -10.1% | +24.3% | +14.1% |
| 3Y | +68.6% | +168.3% | -99.8% | +29.5% |
| All | +76.5% | +681.8% | -605.2% | +17.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling