+53.5%
CME vs PSX
+138.7%
-85.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.1% |
| 7D | -2.9% | +2.8% | -5.7% | -2.9% |
| 30D | +5.5% | +27.8% | -22.2% | +5.2% |
| 3M | +11.0% | +42.0% | -31.1% | +10.3% |
| 6M | -9.7% | +58.1% | -67.8% | -10.2% |
| YTD | +4.9% | +105.0% | -100.2% | +4.6% |
| 1Y | +10.1% | +104.9% | -94.8% | +9.9% |
| 3Y | +53.5% | +134.1% | -80.5% | +54.2% |
| All | +53.5% | +138.7% | -85.2% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling