+492.8%
CEG vs RACE
+82.2%
+410.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -1.7% |
| 7D | -9.4% | +5.7% | -15.1% | -11.1% |
| 30D | -20.2% | +9.3% | -29.5% | -22.6% |
| 3M | -9.5% | +3.8% | -13.3% | -10.8% |
| 6M | -25.0% | +29.8% | -54.8% | -31.9% |
| YTD | -31.9% | +15.6% | -47.5% | -35.9% |
| 1Y | -33.7% | +5.1% | -38.7% | -35.6% |
| 3Y | +108.7% | +30.8% | +77.9% | +76.2% |
| All | +492.8% | +82.2% | +410.6% | +323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling