+95.9%
CEG vs RY
+158.9%
-63.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -0.9% |
| 7D | -9.4% | -1.1% | -8.3% | -9.0% |
| 30D | -20.2% | +4.4% | -24.6% | -22.3% |
| 3M | -9.5% | -2.9% | -6.5% | -8.2% |
| 6M | -25.0% | +15.6% | -40.5% | -31.6% |
| YTD | -31.9% | +21.8% | -53.7% | -39.8% |
| 1Y | -33.7% | +42.6% | -76.2% | -46.4% |
| All | +95.9% | +158.9% | -63.0% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 3y: compounded portfolio wealth divided by compounded RY 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…
3y analysis · Full analysis span regression · 6 months rolling