-2.7%
CEG vs RACE
-16.2%
+13.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.0% |
| 7D | +8.0% | -2.5% | +10.5% | +8.2% |
| 30D | +12.9% | +0.8% | +12.2% | +12.8% |
| 3M | +13.2% | +17.2% | -4.0% | +11.8% |
| 6M | -7.0% | +13.6% | -20.6% | -8.4% |
| YTD | -15.0% | +12.2% | -27.2% | -16.4% |
| 1Y | -2.7% | -16.3% | +13.5% | -7.8% |
| All | -2.7% | -16.2% | +13.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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