-2.7%
CEG vs RRX
+14.9%
-17.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +8.0% | +3.4% | +4.6% | +7.1% |
| 30D | +12.9% | -11.1% | +24.1% | +16.2% |
| 3M | +13.2% | -23.7% | +36.9% | +19.6% |
| 6M | -7.0% | -22.0% | +15.0% | -3.4% |
| YTD | -15.0% | +16.5% | -31.5% | -21.0% |
| 1Y | -2.7% | +11.5% | -14.2% | -7.2% |
| All | -2.7% | +14.9% | -17.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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