+104.3%
CEG vs RKT
+85.3%
+19.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.2% |
| 7D | -4.7% | +17.7% | -22.4% | -5.8% |
| 30D | -16.6% | +31.6% | -48.2% | -18.2% |
| 3M | -4.1% | +13.9% | -18.0% | -5.0% |
| 6M | -22.3% | +2.8% | -25.1% | -22.8% |
| YTD | -28.9% | -22.2% | -6.7% | -28.6% |
| 1Y | -28.5% | -3.5% | -24.9% | -28.3% |
| 3Y | +104.3% | +95.3% | +9.0% | +81.4% |
| All | +104.3% | +85.3% | +19.0% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling