+639.7%
CEG vs PSX
+243.0%
+396.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +6.7% | +2.8% | +3.9% | +6.0% |
| 30D | +11.0% | +27.8% | -16.8% | +4.9% |
| 3M | +19.5% | +42.0% | -22.5% | +10.0% |
| 6M | -5.9% | +58.1% | -64.0% | -15.9% |
| YTD | -15.0% | +105.0% | -120.0% | -29.5% |
| 1Y | +0.6% | +104.9% | -104.3% | -17.0% |
| 3Y | +180.6% | +134.1% | +46.6% | +115.4% |
| All | +639.7% | +243.0% | +396.6% | +408.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling