+593.0%
CEG vs RNG
-54.9%
+648.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +12.1% | +4.6% | +7.5% | +11.6% |
| 30D | +0.2% | +0.4% | -0.2% | +0.1% |
| 3M | +0.7% | +11.4% | -10.7% | -0.6% |
| 6M | +2.2% | +95.7% | -93.4% | -5.8% |
| YTD | -20.3% | +162.9% | -183.2% | -30.5% |
| 1Y | -16.1% | +180.3% | -196.3% | -27.5% |
| 3Y | +134.7% | +188.3% | -53.7% | +96.7% |
| All | +593.0% | -54.9% | +648.0% | +546.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling