+593.1%
CEG vs RRX
+9.2%
+583.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | 0.0% |
| 7D | +12.1% | +4.3% | +7.8% | +10.7% |
| 30D | +0.2% | +12.3% | -12.1% | -3.5% |
| 3M | +0.7% | +3.7% | -2.9% | -0.5% |
| 6M | +2.2% | -13.9% | +16.2% | +5.4% |
| YTD | -20.3% | +26.5% | -46.8% | -28.6% |
| 1Y | -16.1% | +29.3% | -45.4% | -25.5% |
| 3Y | +134.7% | +65.6% | +69.1% | +87.0% |
| All | +593.1% | +9.2% | +583.8% | +478.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling