+52.3%
RSP vs CEG
+666.0%
-613.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +2.4% | +12.1% | -9.7% | +1.0% |
| 30D | +4.3% | +0.2% | +4.0% | +4.1% |
| 3M | -0.3% | +0.7% | -1.0% | -0.8% |
| 6M | +9.8% | +2.2% | +7.6% | +8.8% |
| YTD | +16.8% | -20.3% | +37.2% | +18.6% |
| 1Y | +19.5% | -16.1% | +35.6% | +20.3% |
| 3Y | +65.1% | +134.7% | -69.5% | +31.1% |
| All | +52.3% | +666.0% | -613.7% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling