-19.8%
CEG vs RRC
+35.0%
-54.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.8% |
| 7D | +17.8% | +2.5% | +15.3% | +17.9% |
| 30D | -4.5% | +21.1% | -25.7% | -4.0% |
| 3M | +1.5% | +28.4% | -26.9% | +2.0% |
| 6M | -3.5% | +26.5% | -30.0% | -3.2% |
| YTD | -19.7% | +47.0% | -66.7% | -14.7% |
| 1Y | -19.8% | +35.2% | -55.0% | -13.5% |
| All | -19.8% | +35.0% | -54.8% | -13.5% |
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