-31.9%
CEG vs RKT
-9.4%
-22.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.7% | -15.4% | -7.9% |
| 7D | -4.8% | +29.7% | -34.5% | -8.8% |
| 30D | -8.2% | +28.5% | -36.7% | -12.0% |
| 3M | -7.9% | +6.4% | -14.3% | -8.8% |
| 6M | -23.2% | +7.1% | -30.4% | -25.0% |
| YTD | -30.1% | -22.5% | -7.7% | -27.2% |
| 1Y | -31.9% | -10.4% | -21.5% | -30.5% |
| All | -31.9% | -9.4% | -22.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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