+53.2%
CSX vs CEG
-3.0%
+56.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.7% |
| 7D | -3.4% | +8.0% | -11.4% | -3.6% |
| 30D | -3.1% | +12.9% | -16.0% | -3.4% |
| 3M | +7.2% | +13.2% | -6.0% | +6.7% |
| 6M | +16.2% | -7.0% | +23.2% | +16.5% |
| YTD | +37.5% | -15.0% | +52.5% | +38.4% |
| 1Y | +53.2% | -2.7% | +56.0% | +58.0% |
| All | +53.2% | -3.0% | +56.3% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling