-19.8%
CEG vs PSX
+93.2%
-113.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.9% |
| 7D | +17.8% | +6.4% | +11.4% | +18.3% |
| 30D | -4.5% | -10.2% | +5.7% | -6.0% |
| 3M | +1.5% | +17.2% | -15.7% | +3.8% |
| 6M | -3.5% | +51.8% | -55.3% | +2.9% |
| YTD | -19.7% | +108.0% | -127.7% | -3.4% |
| 1Y | -19.8% | +96.1% | -115.9% | -4.0% |
| All | -19.8% | +93.2% | -113.0% | -4.0% |
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