+916.2%
CME vs PSX
+1,187.1%
-270.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +3.9% | +7.8% | -3.9% | +2.3% |
| 30D | +11.3% | -10.9% | +22.2% | +13.9% |
| 3M | +19.6% | +14.5% | +5.1% | +15.9% |
| 6M | +8.1% | +56.1% | -48.0% | -2.3% |
| YTD | +20.4% | +109.6% | -89.2% | +1.7% |
| 1Y | +16.5% | +95.5% | -79.0% | -0.3% |
| 3Y | +66.4% | +156.2% | -89.7% | +30.0% |
| 5Y | +74.5% | +310.0% | -235.5% | +15.7% |
| 10Y | +308.5% | +368.0% | -59.6% | +132.6% |
| All | +916.2% | +1,187.1% | -270.9% | +352.7% |
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