+180.6%
CEG vs RNG
+120.7%
+60.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +0.3% |
| 7D | +6.7% | -0.8% | +7.5% | +6.7% |
| 30D | +11.0% | +11.4% | -0.4% | +10.0% |
| 3M | +19.5% | +72.1% | -52.6% | +13.9% |
| 6M | -5.9% | +67.9% | -73.8% | -10.6% |
| YTD | -15.0% | +144.3% | -159.3% | -24.1% |
| 1Y | +0.6% | +117.5% | -116.9% | -8.7% |
| 3Y | +180.6% | +123.9% | +56.7% | +145.5% |
| All | +180.6% | +120.7% | +60.0% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling