+626.9%
CEG vs RSG
+82.8%
+544.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +1.3% | 0.0% | +1.4% | +1.3% |
| 30D | +8.8% | +3.7% | +5.2% | +7.4% |
| 3M | +17.0% | +6.2% | +10.8% | +13.9% |
| 6M | -8.7% | -2.8% | -5.9% | -7.9% |
| YTD | -16.4% | +5.9% | -22.3% | -19.0% |
| 1Y | -1.8% | -1.8% | 0.0% | -1.7% |
| 3Y | +175.8% | +57.5% | +118.3% | +100.4% |
| All | +626.9% | +82.8% | +544.2% | +378.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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