+35.4%
XLP vs CEG
+555.1%
-519.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | +3.5% | -9.4% | +12.9% | +3.6% |
| 30D | +11.6% | -20.2% | +31.8% | +12.0% |
| 3M | +7.6% | -9.5% | +17.1% | +7.7% |
| 6M | +10.0% | -25.0% | +35.0% | +10.6% |
| YTD | +19.7% | -31.9% | +51.6% | +20.6% |
| 1Y | +23.5% | -33.7% | +57.1% | +24.4% |
| 3Y | +44.0% | +108.7% | -64.7% | +27.6% |
| All | +35.4% | +555.1% | -519.7% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling