-2.7%
CEG vs RBA
-26.5%
+23.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +4.8% |
| 7D | +8.0% | -2.9% | +11.0% | +8.4% |
| 30D | +12.9% | -12.3% | +25.2% | +14.8% |
| 3M | +13.2% | -20.5% | +33.7% | +16.0% |
| 6M | -7.0% | -18.5% | +11.6% | -4.8% |
| YTD | -15.0% | -18.2% | +3.2% | -13.9% |
| 1Y | -2.7% | -27.5% | +24.8% | -5.0% |
| All | -2.7% | -26.5% | +23.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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