+43.7%
XLP vs CEG
+105.3%
-61.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | +3.5% | -9.4% | +12.9% | +3.3% |
| 30D | +11.6% | -20.2% | +31.8% | +11.2% |
| 3M | +7.6% | -9.5% | +17.1% | +7.5% |
| 6M | +10.0% | -25.0% | +35.0% | +9.8% |
| YTD | +19.7% | -31.9% | +51.6% | +19.4% |
| 1Y | +23.5% | -33.7% | +57.1% | +23.1% |
| All | +43.7% | +105.3% | -61.6% | +36.2% |
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