+639.7%
CEG vs RL
+235.6%
+404.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.4% |
| 7D | +6.7% | +1.9% | +4.8% | +6.0% |
| 30D | +11.0% | -12.2% | +23.2% | +15.9% |
| 3M | +19.5% | -6.6% | +26.1% | +21.6% |
| 6M | -5.9% | +3.2% | -9.0% | -8.2% |
| YTD | -15.0% | -1.3% | -13.7% | -15.8% |
| 1Y | +0.6% | +13.6% | -13.0% | -5.5% |
| 3Y | +180.6% | +210.9% | -30.3% | +103.6% |
| All | +639.7% | +235.6% | +404.1% | +409.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling