+280.6%
CME vs PSX
+377.2%
-96.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.6% | +1.8% | -2.5% | -1.0% |
| 30D | +4.7% | +21.6% | -17.0% | +0.4% |
| 3M | +7.8% | +46.5% | -38.6% | -0.7% |
| 6M | -11.0% | +62.0% | -73.0% | -20.0% |
| YTD | +4.0% | +106.3% | -102.3% | -11.4% |
| 1Y | +9.1% | +103.0% | -93.9% | -7.0% |
| 3Y | +52.3% | +135.5% | -83.3% | +21.7% |
| 5Y | +76.1% | +368.5% | -292.4% | +10.3% |
| 10Y | +280.6% | +386.6% | -106.0% | +81.8% |
| All | +280.6% | +377.2% | -96.6% | +81.8% |
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