+593.1%
CEG vs RSG
+108.5%
+484.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +12.1% | +2.5% | +9.6% | +11.4% |
| 30D | +0.2% | +12.7% | -12.5% | -3.5% |
| 3M | +0.7% | +17.9% | -17.2% | -4.6% |
| 6M | +2.2% | +25.0% | -22.7% | -6.0% |
| YTD | -20.3% | +20.8% | -41.1% | -26.0% |
| 1Y | -16.1% | +24.3% | -40.4% | -23.3% |
| 3Y | +134.7% | +65.3% | +69.4% | +73.3% |
| All | +593.1% | +108.5% | +484.5% | +336.7% |
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