-1.8%
CEG vs RRC
+23.3%
-25.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +1.3% | -1.7% | +3.1% | +1.3% |
| 30D | +8.8% | +3.6% | +5.2% | +8.8% |
| 3M | +17.0% | +8.8% | +8.1% | +17.0% |
| 6M | -8.7% | +0.8% | -9.5% | -8.1% |
| YTD | -16.4% | +19.0% | -35.4% | -15.3% |
| 1Y | -1.8% | +22.9% | -24.7% | -0.5% |
| All | -1.8% | +23.3% | -25.0% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling