-22.3%
CEG vs RIG
-11.9%
-10.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +4.1% |
| 7D | -4.7% | -24.5% | +19.8% | -4.2% |
| 30D | -16.6% | -2.8% | -13.8% | -16.0% |
| 3M | -4.1% | +1.6% | -5.7% | -3.3% |
| 6M | -22.3% | -15.9% | -6.4% | -25.2% |
| All | -22.3% | -11.9% | -10.4% | -25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling