+607.3%
CEG vs RDW
+84.2%
+523.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.9% |
| 7D | +0.3% | +4.8% | -4.5% | -0.3% |
| 30D | +2.9% | -19.5% | +22.4% | +5.5% |
| 3M | +18.2% | -26.9% | +45.1% | +21.1% |
| 6M | -9.5% | +17.8% | -27.3% | -15.0% |
| YTD | -18.7% | +43.0% | -61.7% | -27.2% |
| 1Y | -10.1% | +32.1% | -42.2% | -20.1% |
| 3Y | +168.3% | +250.6% | -82.3% | +102.9% |
| All | +607.3% | +84.2% | +523.1% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling