+50.3%
CSX vs CEG
-23.2%
+73.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.6% |
| 7D | -0.3% | +11.8% | -12.1% | -0.4% |
| 30D | +8.7% | -6.5% | +15.2% | +8.8% |
| 3M | +4.2% | -1.2% | +5.4% | +4.1% |
| 6M | +16.7% | -8.0% | +24.7% | +17.0% |
| YTD | +44.5% | -21.9% | +66.4% | +46.4% |
| 1Y | +50.3% | -21.4% | +71.7% | +51.7% |
| All | +50.3% | -23.2% | +73.5% | +51.7% |
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