+37.0%
XLP vs CEG
+666.0%
-629.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.4% |
| 7D | +2.5% | +12.1% | -9.6% | +2.3% |
| 30D | +7.3% | +0.2% | +7.1% | +7.3% |
| 3M | +8.1% | +0.7% | +7.4% | +8.0% |
| 6M | +10.5% | +2.2% | +8.2% | +10.3% |
| YTD | +21.2% | -20.3% | +41.5% | +21.7% |
| 1Y | +22.7% | -16.1% | +38.8% | +23.0% |
| 3Y | +44.8% | +134.7% | -89.9% | +28.7% |
| All | +37.0% | +666.0% | -629.0% | +9.3% |
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