+33.7%
XLP vs CEG
+583.3%
-549.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.6% | -1.4% |
| 7D | +0.7% | -4.7% | +5.5% | +0.8% |
| 30D | +10.3% | -16.6% | +26.8% | +10.6% |
| 3M | +6.5% | -4.1% | +10.7% | +6.5% |
| 6M | +8.4% | -22.3% | +30.7% | +8.9% |
| YTD | +18.2% | -28.9% | +47.1% | +19.0% |
| 1Y | +22.4% | -28.5% | +50.9% | +23.1% |
| 3Y | +41.9% | +104.3% | -62.4% | +26.8% |
| All | +33.7% | +583.3% | -549.6% | +6.8% |
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