+40.9%
XLU vs CEG
+678.4%
-637.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.6% | -4.8% | +3.2% | -0.8% |
| 30D | -3.3% | +2.3% | -5.6% | -3.7% |
| 3M | -3.2% | +15.6% | -18.8% | -5.6% |
| 6M | -7.0% | -5.0% | -1.9% | -6.8% |
| YTD | +0.6% | -19.0% | +19.7% | +3.1% |
| 1Y | +2.4% | -10.0% | +12.4% | +2.7% |
| 3Y | +46.3% | +163.9% | -117.7% | +11.1% |
| All | +40.9% | +678.4% | -637.6% | -11.2% |
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 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