-2.7%
CEG vs RIO
+73.7%
-76.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | +8.0% | 0.0% | +8.1% | +8.0% |
| 30D | +12.9% | +4.0% | +9.0% | +11.4% |
| 3M | +13.2% | +0.1% | +13.0% | +12.9% |
| 6M | -7.0% | +12.7% | -19.7% | -11.4% |
| YTD | -15.0% | +35.6% | -50.6% | -23.8% |
| 1Y | -2.7% | +73.7% | -76.4% | -19.4% |
| All | -2.7% | +73.7% | -76.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling