+143.4%
XLK vs CEG
+678.4%
-535.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.2% | -4.8% | +5.0% | +1.3% |
| 30D | -0.6% | +2.3% | -3.0% | -1.2% |
| 3M | +2.6% | +15.6% | -13.0% | -1.1% |
| 6M | +34.0% | -5.0% | +39.0% | +34.1% |
| YTD | +30.7% | -19.0% | +49.7% | +35.0% |
| 1Y | +39.2% | -10.0% | +49.2% | +39.5% |
| 3Y | +120.4% | +163.9% | -43.5% | +58.9% |
| All | +143.4% | +678.4% | -535.0% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling