+20.7%
XLK vs CEG
-33.0%
+53.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.7% | +6.7% | +1.4% |
| 7D | -7.6% | -4.8% | -2.8% | -6.7% |
| 30D | -12.2% | -8.2% | -4.0% | -10.8% |
| 3M | -5.5% | -7.9% | +2.5% | -4.2% |
| 6M | +9.2% | -23.2% | +32.4% | +13.8% |
| YTD | +23.0% | -30.1% | +53.2% | +28.9% |
| 1Y | +20.7% | -31.9% | +52.6% | +27.1% |
| All | +20.7% | -33.0% | +53.7% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling