+180.6%
CEG vs RIG
-28.9%
+209.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.4% |
| 7D | +6.7% | -2.7% | +9.4% | +7.3% |
| 30D | +11.0% | +9.5% | +1.5% | +8.5% |
| 3M | +19.5% | -6.6% | +26.1% | +20.7% |
| 6M | -5.9% | -2.9% | -3.0% | -7.1% |
| YTD | -15.0% | +39.5% | -54.4% | -24.4% |
| 1Y | +0.6% | +82.3% | -81.6% | -17.6% |
| 3Y | +180.6% | -29.6% | +210.2% | +162.7% |
| All | +180.6% | -28.9% | +209.5% | +162.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling