-7.0%
CEG vs RACE
+14.3%
-21.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.1% |
| 7D | +8.0% | -2.5% | +10.5% | +8.3% |
| 30D | +12.9% | +0.8% | +12.2% | +12.6% |
| 3M | +13.2% | +17.2% | -4.0% | +10.1% |
| 6M | -7.0% | +13.6% | -20.6% | -10.7% |
| All | -7.0% | +14.3% | -21.3% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling