+794.8%
CME vs PSX
+1,139.4%
-344.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.6% | +4.5% | -6.1% | -2.5% |
| 30D | +6.2% | +26.6% | -20.4% | +0.9% |
| 3M | +10.4% | +39.3% | -28.8% | +2.6% |
| 6M | -9.5% | +56.8% | -66.3% | -18.3% |
| YTD | +6.0% | +101.8% | -95.8% | -9.5% |
| 1Y | +9.3% | +99.6% | -90.3% | -6.8% |
| 3Y | +57.7% | +140.3% | -82.7% | +25.0% |
| 5Y | +77.7% | +339.3% | -261.6% | +15.0% |
| 10Y | +281.2% | +369.9% | -88.6% | +117.2% |
| All | +794.8% | +1,139.4% | -344.6% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling