+593.0%
CEG vs RRC
+163.8%
+429.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +12.1% | +6.4% | +5.7% | +10.0% |
| 30D | +0.2% | +23.9% | -23.6% | -6.8% |
| 3M | +0.7% | +30.2% | -29.5% | -7.9% |
| 6M | +2.2% | +26.3% | -24.0% | -6.2% |
| YTD | -20.3% | +48.1% | -68.4% | -31.1% |
| 1Y | -16.1% | +37.7% | -53.7% | -25.9% |
| 3Y | +134.7% | +60.3% | +74.4% | +98.6% |
| All | +593.0% | +163.8% | +429.2% | +441.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling