+72.2%
CSX vs CEG
+186.0%
-113.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.6% |
| 7D | -3.4% | +8.0% | -11.4% | -3.8% |
| 30D | -3.1% | +12.9% | -16.0% | -3.7% |
| 3M | +7.2% | +13.2% | -6.0% | +6.4% |
| 6M | +16.2% | -7.0% | +23.2% | +16.4% |
| YTD | +37.5% | -15.0% | +52.5% | +38.4% |
| 1Y | +53.2% | -2.7% | +56.0% | +52.5% |
| All | +72.2% | +186.0% | -113.8% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling