-30.4%
CEG vs RACE
+2.3%
-32.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +4.5% |
| 7D | -4.7% | +5.1% | -9.8% | -5.6% |
| 30D | -16.6% | +7.7% | -24.3% | -17.7% |
| 3M | -4.1% | +2.2% | -6.3% | -4.6% |
| 6M | -22.3% | +23.8% | -46.1% | -25.7% |
| YTD | -28.9% | +13.9% | -42.8% | -30.6% |
| All | -30.4% | +2.3% | -32.7% | -35.2% |
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