+61.0%
RSP vs CEG
+114.1%
-53.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.7% |
| 7D | -1.0% | -4.7% | +3.7% | -0.7% |
| 30D | +2.6% | -16.6% | +19.2% | +4.0% |
| 3M | -0.8% | -4.1% | +3.3% | -0.7% |
| 6M | +6.3% | -22.3% | +28.6% | +8.0% |
| YTD | +14.1% | -28.9% | +43.1% | +16.5% |
| 1Y | +18.0% | -28.5% | +46.5% | +20.2% |
| 3Y | +61.0% | +104.3% | -43.3% | +45.2% |
| All | +61.0% | +114.1% | -53.1% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling