+639.5%
CEG vs RL
+239.4%
+400.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.8% | +4.2% |
| 7D | +8.0% | -0.8% | +8.8% | +8.3% |
| 30D | +12.9% | -7.8% | +20.7% | +15.9% |
| 3M | +13.2% | -4.0% | +17.2% | +14.0% |
| 6M | -7.0% | -1.9% | -5.1% | -7.7% |
| YTD | -15.0% | -0.2% | -14.8% | -16.2% |
| 1Y | -2.7% | +10.7% | -13.4% | -7.7% |
| 3Y | +184.1% | +210.8% | -26.7% | +105.8% |
| All | +639.5% | +239.4% | +400.0% | +407.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling