+48.7%
RSP vs CEG
+717.5%
-668.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -0.4% | +6.7% | -7.1% | -1.2% |
| 30D | -1.5% | +11.0% | -12.5% | -2.8% |
| 3M | +4.8% | +19.5% | -14.7% | +2.4% |
| 6M | +10.3% | -5.9% | +16.1% | +10.4% |
| YTD | +14.1% | -15.0% | +29.0% | +15.4% |
| 1Y | +17.0% | +0.6% | +16.4% | +15.2% |
| 3Y | +54.2% | +180.6% | -126.4% | +18.5% |
| All | +48.7% | +717.5% | -668.8% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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