+104.3%
CEG vs RIG
-24.1%
+128.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +3.7% |
| 7D | -4.7% | -24.5% | +19.8% | +1.1% |
| 30D | -16.6% | -2.8% | -13.8% | -16.4% |
| 3M | -4.1% | +1.6% | -5.7% | -5.3% |
| 6M | -22.3% | -15.9% | -6.4% | -20.7% |
| YTD | -28.9% | +26.9% | -55.8% | -36.1% |
| 1Y | -28.5% | +34.4% | -62.8% | -36.8% |
| 3Y | +104.3% | -21.2% | +125.5% | +90.1% |
| All | +104.3% | -24.1% | +128.3% | +90.1% |
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