+579.5%
CEG vs RIG
+50.9%
+528.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.1% |
| 7D | +11.8% | -2.6% | +14.4% | +12.3% |
| 30D | -6.5% | -5.2% | -1.3% | -5.9% |
| 3M | -1.2% | -8.6% | +7.5% | -0.1% |
| 6M | -8.0% | -18.9% | +10.9% | -5.7% |
| YTD | -21.9% | +28.6% | -50.5% | -27.7% |
| 1Y | -21.4% | +25.5% | -47.0% | -27.0% |
| 3Y | +130.0% | -20.2% | +150.1% | +116.9% |
| All | +579.5% | +50.9% | +528.7% | +476.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling