+639.5%
CEG vs RJF
+79.6%
+559.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.4% | +5.5% |
| 7D | +8.0% | -0.6% | +8.6% | +8.2% |
| 30D | +12.9% | -1.3% | +14.2% | +13.3% |
| 3M | +13.2% | +18.9% | -5.7% | +4.3% |
| 6M | -7.0% | +15.0% | -22.0% | -13.2% |
| YTD | -15.0% | +12.2% | -27.2% | -20.4% |
| 1Y | -2.7% | +5.6% | -8.4% | -6.6% |
| 3Y | +184.1% | +74.9% | +109.2% | +118.0% |
| All | +639.5% | +79.6% | +559.9% | +449.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 all: compounded portfolio wealth divided by compounded RJF 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…
all analysis · Full analysis span regression · 6 months rolling