+48.7%
CSX vs CEG
+583.3%
-534.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -3.7% |
| 7D | -5.5% | -4.7% | -0.8% | -5.2% |
| 30D | +4.9% | -16.6% | +21.5% | +6.5% |
| 3M | -2.9% | -4.1% | +1.3% | -2.9% |
| 6M | +8.3% | -22.3% | +30.7% | +10.3% |
| YTD | +36.7% | -28.9% | +65.7% | +39.9% |
| 1Y | +41.5% | -28.5% | +70.0% | +44.5% |
| 3Y | +68.6% | +104.3% | -35.7% | +38.2% |
| All | +48.7% | +583.3% | -534.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling