-31.9%
CEG vs RL
+34.3%
-66.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.5% | -11.2% | -7.8% |
| 7D | -4.8% | +5.8% | -10.6% | -6.2% |
| 30D | -8.2% | +12.7% | -20.9% | -11.1% |
| 3M | -7.9% | +9.3% | -17.3% | -10.3% |
| 6M | -23.2% | +16.9% | -40.1% | -27.3% |
| YTD | -30.1% | +17.5% | -47.6% | -34.8% |
| 1Y | -31.9% | +34.6% | -66.5% | -39.7% |
| All | -31.9% | +34.3% | -66.2% | -39.7% |
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