-2.7%
CEG vs RDW
+24.9%
-27.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.3% | +4.8% |
| 7D | +8.0% | -3.1% | +11.2% | +8.3% |
| 30D | +12.9% | -1.8% | +14.7% | +13.0% |
| 3M | +13.2% | -50.9% | +64.0% | +18.8% |
| 6M | -7.0% | +13.5% | -20.5% | -10.0% |
| YTD | -15.0% | +38.6% | -53.6% | -21.3% |
| 1Y | -2.7% | +28.3% | -31.0% | -10.9% |
| All | -2.7% | +24.9% | -27.6% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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