+9.3%
CME vs PSX
+101.0%
-91.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.6% | +4.5% | -6.1% | -2.1% |
| 30D | +6.2% | +26.6% | -20.4% | +3.3% |
| 3M | +10.4% | +39.3% | -28.8% | +5.5% |
| 6M | -9.5% | +56.8% | -66.3% | -15.0% |
| YTD | +6.0% | +101.8% | -95.8% | -3.1% |
| 1Y | +9.3% | +99.6% | -90.3% | -0.1% |
| All | +9.3% | +101.0% | -91.8% | -0.1% |
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