+24.0%
XLY vs CEG
+678.4%
-654.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.7% | -4.8% | +3.1% | -0.9% |
| 30D | -4.2% | +2.3% | -6.5% | -4.6% |
| 3M | -2.7% | +15.6% | -18.3% | -5.3% |
| 6M | -0.6% | -5.0% | +4.4% | -0.6% |
| YTD | -5.0% | -19.0% | +14.0% | -2.8% |
| 1Y | -4.1% | -10.0% | +5.9% | -4.2% |
| 3Y | +33.6% | +163.9% | -130.3% | -2.4% |
| All | +24.0% | +678.4% | -654.5% | -21.1% |
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