+626.9%
CEG vs RRX
-1.4%
+628.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.0% |
| 7D | +1.3% | -0.7% | +2.1% | +1.6% |
| 30D | +8.8% | -8.0% | +16.8% | +11.6% |
| 3M | +17.0% | -25.1% | +42.0% | +26.0% |
| 6M | -8.7% | -18.3% | +9.5% | -5.0% |
| YTD | -16.4% | +14.2% | -30.6% | -22.7% |
| 1Y | -1.8% | +13.0% | -14.8% | -9.1% |
| 3Y | +175.8% | +4.2% | +171.6% | +149.7% |
| All | +626.9% | -1.4% | +628.4% | +526.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling