+518.2%
CEG vs RL
+264.9%
+253.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.8% |
| 7D | -4.7% | -4.2% | -0.6% | -3.6% |
| 30D | -16.6% | +4.3% | -20.8% | -18.1% |
| 3M | -4.1% | -4.6% | +0.5% | -3.1% |
| 6M | -22.3% | +1.7% | -24.0% | -23.8% |
| YTD | -28.9% | +7.3% | -36.3% | -31.9% |
| 1Y | -28.5% | +20.8% | -49.2% | -34.4% |
| 3Y | +104.3% | +247.0% | -142.7% | +42.8% |
| All | +518.2% | +264.9% | +253.3% | +311.8% |
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