+639.7%
CEG vs RRC
+112.7%
+526.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +6.7% | -1.2% | +7.9% | +7.1% |
| 30D | +11.0% | +9.4% | +1.5% | +7.8% |
| 3M | +19.5% | +7.4% | +12.1% | +16.4% |
| 6M | -5.9% | +1.5% | -7.3% | -7.1% |
| YTD | -15.0% | +19.4% | -34.4% | -20.7% |
| 1Y | +0.6% | +24.2% | -23.6% | -8.3% |
| 3Y | +180.6% | +32.8% | +147.8% | +153.3% |
| All | +639.7% | +112.7% | +526.9% | +522.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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