-2.7%
CEG vs PSX
+101.0%
-103.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +8.0% | +4.5% | +3.5% | +8.6% |
| 30D | +12.9% | +26.6% | -13.7% | +16.3% |
| 3M | +13.2% | +39.3% | -26.1% | +18.2% |
| 6M | -7.0% | +56.8% | -63.8% | -0.2% |
| YTD | -15.0% | +101.8% | -116.8% | -3.2% |
| 1Y | -2.7% | +99.6% | -102.3% | +9.9% |
| All | -2.7% | +101.0% | -103.8% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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