+19.6%
CME vs PSX
+97.5%
-77.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +2.0% |
| 7D | +4.8% | -5.2% | +10.0% | +5.6% |
| 30D | +14.2% | -3.7% | +17.9% | +14.8% |
| 3M | +17.9% | +26.8% | -8.8% | +14.4% |
| 6M | +7.2% | +47.3% | -40.1% | +1.3% |
| YTD | +16.7% | +105.4% | -88.7% | +4.6% |
| 1Y | +19.6% | +96.9% | -77.4% | +6.4% |
| All | +19.6% | +97.5% | -77.9% | +6.4% |
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 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