+81.4%
XLI vs CEG
+717.3%
-635.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.3% |
| 7D | -1.1% | +8.0% | -9.1% | -2.2% |
| 30D | -5.9% | +12.9% | -18.9% | -7.7% |
| 3M | -0.3% | +13.2% | -13.4% | -2.3% |
| 6M | +0.1% | -7.0% | +7.1% | +0.5% |
| YTD | +13.6% | -15.0% | +28.6% | +15.1% |
| 1Y | +17.2% | -2.7% | +19.9% | +15.7% |
| 3Y | +68.2% | +184.1% | -115.9% | +28.0% |
| All | +81.4% | +717.3% | -635.9% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling