+626.9%
CEG vs PSX
+245.2%
+381.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.4% | -1.9% |
| 7D | +1.3% | +1.8% | -0.5% | +0.9% |
| 30D | +8.8% | +21.6% | -12.8% | +4.1% |
| 3M | +17.0% | +46.5% | -29.5% | +7.0% |
| 6M | -8.7% | +62.0% | -70.7% | -19.0% |
| YTD | -16.4% | +106.3% | -122.8% | -30.8% |
| 1Y | -1.8% | +103.0% | -104.7% | -18.7% |
| 3Y | +175.8% | +135.5% | +40.3% | +111.4% |
| All | +626.9% | +245.2% | +381.7% | +398.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling