-31.9%
CEG vs RACE
+10.6%
-42.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.3% | -11.0% | -7.3% |
| 7D | -4.8% | +9.9% | -14.7% | -6.3% |
| 30D | -8.2% | +12.8% | -21.0% | -10.1% |
| 3M | -7.9% | +7.4% | -15.3% | -9.1% |
| 6M | -23.2% | +27.6% | -50.8% | -26.9% |
| YTD | -30.1% | +18.4% | -48.5% | -32.2% |
| 1Y | -31.9% | +9.5% | -41.4% | -35.5% |
| All | -31.9% | +10.6% | -42.5% | -35.5% |
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