+626.9%
CEG vs RIG
+62.2%
+564.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | +1.3% | -8.2% | +9.5% | +2.9% |
| 30D | +8.8% | -0.2% | +9.0% | +8.8% |
| 3M | +17.0% | -2.7% | +19.7% | +17.1% |
| 6M | -8.7% | -7.5% | -1.3% | -8.7% |
| YTD | -16.4% | +38.3% | -54.7% | -23.2% |
| 1Y | -1.8% | +81.8% | -83.6% | -15.0% |
| 3Y | +175.8% | -30.2% | +206.0% | +165.4% |
| All | +626.9% | +62.2% | +564.7% | +511.5% |
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