+5.8%
XLU vs CEG
-3.0%
+8.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.7% |
| 7D | +0.8% | +8.0% | -7.2% | -0.5% |
| 30D | -1.3% | +12.9% | -14.3% | -3.4% |
| 3M | -1.3% | +13.2% | -14.5% | -3.6% |
| 6M | -7.6% | -7.0% | -0.7% | -7.1% |
| YTD | +2.3% | -15.0% | +17.3% | +4.2% |
| 1Y | +5.8% | -2.7% | +8.5% | +4.4% |
| All | +5.8% | -3.0% | +8.8% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling