+143.7%
XLK vs CEG
+703.5%
-559.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | +0.8% | +8.8% | -8.0% | -1.2% |
| 3M | +4.1% | +17.0% | -12.9% | +0.1% |
| 6M | +34.8% | -8.7% | +43.5% | +36.1% |
| YTD | +30.8% | -16.4% | +47.2% | +34.2% |
| 1Y | +42.4% | -1.8% | +44.1% | +39.8% |
| 3Y | +121.8% | +175.8% | -54.0% | +58.2% |
| All | +143.7% | +703.5% | -559.8% | +44.7% |
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