+74.5%
CSX vs CEG
+105.3%
-30.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.1% | -2.2% |
| 7D | -2.7% | -9.4% | +6.7% | -2.3% |
| 30D | +7.0% | -20.2% | +27.2% | +8.1% |
| 3M | -0.3% | -9.5% | +9.2% | -0.1% |
| 6M | +13.5% | -25.0% | +38.5% | +14.9% |
| YTD | +41.5% | -31.9% | +73.4% | +43.6% |
| 1Y | +45.8% | -33.7% | +79.4% | +48.0% |
| All | +74.5% | +105.3% | -30.8% | +62.7% |
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 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