+47.3%
CSX vs CEG
-26.7%
+74.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.2% |
| 7D | +0.7% | +1.7% | -0.9% | +0.7% |
| 30D | +8.1% | -10.2% | +18.3% | +8.3% |
| 3M | +2.2% | -0.8% | +3.0% | +2.0% |
| 6M | +14.6% | -11.5% | +26.1% | +15.1% |
| YTD | +42.2% | -23.9% | +66.1% | +44.1% |
| 1Y | +47.3% | -25.4% | +72.7% | +49.2% |
| All | +47.3% | -26.7% | +74.0% | +49.2% |
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