-2.7%
CEG vs RNG
+144.7%
-147.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.8% | +4.7% |
| 7D | +8.0% | +5.8% | +2.2% | +8.2% |
| 30D | +12.9% | +19.6% | -6.7% | +13.5% |
| 3M | +13.2% | +67.0% | -53.9% | +15.1% |
| 6M | -7.0% | +88.4% | -95.4% | -5.5% |
| YTD | -15.0% | +155.5% | -170.5% | -14.7% |
| 1Y | -2.7% | +141.7% | -144.4% | -2.0% |
| All | -2.7% | +144.7% | -147.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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