+518.2%
CEG vs RKT
+27.4%
+490.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +4.1% |
| 7D | -4.7% | +17.7% | -22.4% | -6.3% |
| 30D | -16.6% | +31.6% | -48.2% | -18.9% |
| 3M | -4.1% | +13.9% | -18.0% | -5.6% |
| 6M | -22.3% | +2.8% | -25.1% | -23.1% |
| YTD | -28.9% | -22.2% | -6.7% | -28.1% |
| 1Y | -28.5% | -3.5% | -24.9% | -28.9% |
| 3Y | +104.3% | +95.3% | +9.0% | +76.2% |
| All | +518.2% | +27.4% | +490.9% | +403.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling