+41.5%
CSX vs CEG
-30.4%
+71.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -3.4% |
| 7D | -5.5% | -4.7% | -0.8% | -5.5% |
| 30D | +4.9% | -16.6% | +21.5% | +5.3% |
| 3M | -2.9% | -4.1% | +1.3% | -3.1% |
| 6M | +8.3% | -22.3% | +30.7% | +9.3% |
| YTD | +36.7% | -28.9% | +65.7% | +38.7% |
| 1Y | +41.5% | -28.5% | +70.0% | +43.0% |
| All | +41.5% | -30.4% | +71.9% | +43.0% |
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