-8.2%
CEG vs RAM
-73.7%
+65.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -10.3% | +3.6% | -5.6% |
| 7D | -4.8% | -31.3% | +26.5% | -1.4% |
| 30D | -8.2% | -49.4% | +41.2% | -2.9% |
| 3M | -7.9% | -41.4% | +33.5% | -4.2% |
| All | -8.2% | -73.7% | +65.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling