+28.3%
XLP vs CEG
+186.0%
-157.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -0.8% |
| 7D | -1.0% | +8.0% | -9.0% | -0.9% |
| 30D | -0.9% | +12.9% | -13.8% | -0.8% |
| 3M | +3.8% | +13.2% | -9.4% | +3.9% |
| 6M | -1.7% | -7.0% | +5.3% | -1.7% |
| YTD | +10.3% | -15.0% | +25.3% | +10.3% |
| 1Y | +7.8% | -2.7% | +10.5% | +7.8% |
| All | +28.3% | +186.0% | -157.7% | +17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling