+77.8%
XLI vs CEG
+703.5%
-625.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -0.6% | +1.3% | -1.9% | -0.8% |
| 30D | -6.9% | +8.8% | -15.8% | -8.2% |
| 3M | -1.9% | +17.0% | -18.9% | -4.4% |
| 6M | +1.0% | -8.7% | +9.8% | +1.7% |
| YTD | +11.3% | -16.4% | +27.8% | +13.1% |
| 1Y | +15.8% | -1.8% | +17.6% | +14.2% |
| 3Y | +69.8% | +175.8% | -106.0% | +30.0% |
| All | +77.8% | +703.5% | -625.6% | +18.2% |
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 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