+518.2%
CEG vs RCL
+310.8%
+207.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.9% |
| 7D | -4.7% | +6.5% | -11.2% | -6.5% |
| 30D | -16.6% | +15.9% | -32.5% | -20.0% |
| 3M | -4.1% | +2.7% | -6.8% | -5.2% |
| 6M | -22.3% | +15.2% | -37.6% | -25.9% |
| YTD | -28.9% | +19.2% | -48.2% | -33.8% |
| 1Y | -28.5% | +31.6% | -60.1% | -35.4% |
| 3Y | +104.3% | +274.2% | -169.9% | +44.9% |
| All | +518.2% | +310.8% | +207.5% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling