+607.3%
CEG vs RNG
-58.8%
+666.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | +0.3% | -9.6% | +9.9% | +1.3% |
| 30D | +2.9% | +8.8% | -5.9% | +1.9% |
| 3M | +18.2% | +78.6% | -60.4% | +10.5% |
| 6M | -9.5% | +70.3% | -79.8% | -15.6% |
| YTD | -18.7% | +140.3% | -159.0% | -28.3% |
| 1Y | -10.1% | +126.6% | -136.7% | -20.3% |
| 3Y | +168.3% | +120.2% | +48.1% | +131.8% |
| All | +607.3% | -58.8% | +666.1% | +566.2% |
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