+639.5%
CEG vs RCL
+231.0%
+408.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +8.0% | -5.1% | +13.1% | +9.5% |
| 30D | +12.9% | -19.0% | +31.9% | +19.2% |
| 3M | +13.2% | -9.6% | +22.7% | +15.7% |
| 6M | -7.0% | -6.7% | -0.3% | -6.4% |
| YTD | -15.0% | -3.9% | -11.1% | -15.9% |
| 1Y | -2.7% | -25.1% | +22.4% | +2.5% |
| 3Y | +184.1% | +179.1% | +4.9% | +116.6% |
| All | +639.5% | +231.0% | +408.5% | +397.5% |
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