+579.5%
CEG vs RACE
+79.3%
+500.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +11.8% | -3.9% | +15.7% | +13.2% |
| 30D | -6.5% | +6.8% | -13.3% | -8.6% |
| 3M | -1.2% | +1.3% | -2.5% | -1.9% |
| 6M | -8.0% | +26.3% | -34.3% | -15.7% |
| YTD | -21.9% | +13.8% | -35.7% | -26.2% |
| 1Y | -21.4% | -0.5% | -21.0% | -22.2% |
| 3Y | +130.0% | +25.6% | +104.4% | +97.3% |
| All | +579.5% | +79.3% | +500.2% | +387.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling