+72.4%
XLI vs CEG
+181.7%
-109.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | +6.7% | -5.7% | +0.2% |
| 30D | -5.8% | +11.0% | -16.8% | -7.1% |
| 3M | +0.7% | +19.5% | -18.8% | -1.6% |
| 6M | +3.2% | -5.9% | +9.0% | +3.3% |
| YTD | +13.0% | -15.0% | +28.0% | +14.2% |
| 1Y | +16.8% | +0.6% | +16.2% | +15.1% |
| 3Y | +72.4% | +180.6% | -108.2% | +39.9% |
| All | +72.4% | +181.7% | -109.3% | +39.9% |
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 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