-2.7%
CEG vs RL
+13.6%
-16.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.8% | +4.3% |
| 7D | +8.0% | -0.8% | +8.8% | +8.3% |
| 30D | +12.9% | -7.8% | +20.7% | +15.5% |
| 3M | +13.2% | -4.0% | +17.2% | +13.6% |
| 6M | -7.0% | -1.9% | -5.1% | -7.8% |
| YTD | -15.0% | -0.2% | -14.8% | -16.8% |
| 1Y | -2.7% | +10.7% | -13.4% | -9.6% |
| All | -2.7% | +13.6% | -16.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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