+593.1%
CEG vs RBA
+68.2%
+524.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +12.1% | +1.7% | +10.4% | +11.7% |
| 30D | +0.2% | +8.3% | -8.1% | -1.6% |
| 3M | +0.7% | +10.5% | -9.8% | -1.7% |
| 6M | +2.2% | -5.9% | +8.1% | +2.9% |
| YTD | -20.3% | -6.9% | -13.5% | -20.1% |
| 1Y | -16.1% | -4.9% | -11.2% | -16.2% |
| 3Y | +134.7% | +64.5% | +70.2% | +110.3% |
| All | +593.1% | +68.2% | +524.8% | +503.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling