+163.9%
CEG vs RDW
+241.5%
-77.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | -4.8% | +0.9% | -5.6% | -4.9% |
| 30D | +2.3% | -21.3% | +23.6% | +5.6% |
| 3M | +15.6% | -37.9% | +53.5% | +21.8% |
| 6M | -5.0% | +12.3% | -17.3% | -11.3% |
| YTD | -19.0% | +39.7% | -58.8% | -29.3% |
| 1Y | -10.0% | +25.7% | -35.6% | -21.7% |
| 3Y | +163.9% | +230.8% | -66.9% | +70.0% |
| All | +163.9% | +241.5% | -77.5% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling