+300.3%
CME vs PSX
+364.5%
-64.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.8% | -0.5% |
| 7D | +2.7% | +6.4% | -3.7% | +1.4% |
| 30D | +13.5% | -10.2% | +23.7% | +15.9% |
| 3M | +20.9% | +17.2% | +3.7% | +16.7% |
| 6M | +11.5% | +51.8% | -40.3% | +1.7% |
| YTD | +19.5% | +108.0% | -88.5% | +1.6% |
| 1Y | +17.2% | +96.1% | -78.9% | +0.8% |
| 3Y | +65.1% | +155.9% | -90.7% | +29.6% |
| 5Y | +73.1% | +306.9% | -233.8% | +14.4% |
| All | +300.3% | +364.5% | -64.3% | +102.6% |
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