-22.3%
CEG vs RL
+3.0%
-25.3%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.5% |
| 7D | -4.7% | -4.2% | -0.6% | -4.2% |
| 30D | -16.6% | +4.3% | -20.8% | -17.5% |
| 3M | -4.1% | -4.6% | +0.5% | -3.2% |
| 6M | -22.3% | +1.7% | -24.0% | -23.7% |
| All | -22.3% | +3.0% | -25.3% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling