+626.9%
CEG vs RNG
-58.4%
+685.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +1.3% | -4.1% | +5.4% | +1.7% |
| 30D | +8.8% | +8.6% | +0.2% | +7.8% |
| 3M | +17.0% | +78.0% | -61.0% | +9.4% |
| 6M | -8.7% | +67.0% | -75.8% | -14.7% |
| YTD | -16.4% | +142.4% | -158.9% | -26.4% |
| 1Y | -1.8% | +120.4% | -122.2% | -12.6% |
| 3Y | +175.8% | +122.1% | +53.7% | +138.0% |
| All | +626.9% | -58.4% | +685.4% | +584.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling