+136.5%
CEG vs RCL
+254.2%
-117.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +4.1% |
| 7D | +17.8% | -0.2% | +18.1% | +17.9% |
| 30D | -4.5% | +14.4% | -18.9% | -9.3% |
| 3M | +1.5% | +5.2% | -3.7% | -0.9% |
| 6M | -3.5% | +26.1% | -29.7% | -12.5% |
| YTD | -19.7% | +17.4% | -37.1% | -27.3% |
| 1Y | -19.8% | +24.7% | -44.5% | -29.7% |
| All | +136.5% | +254.2% | -117.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 3y: compounded portfolio wealth divided by compounded RCL 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…
3y analysis · Full analysis span regression · 6 months rolling