+48.8%
RSP vs CEG
+583.3%
-534.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.9% |
| 7D | -1.0% | -4.7% | +3.7% | -0.5% |
| 30D | +2.6% | -16.6% | +19.2% | +4.6% |
| 3M | -0.8% | -4.1% | +3.3% | -0.7% |
| 6M | +6.3% | -22.3% | +28.6% | +8.8% |
| YTD | +14.1% | -28.9% | +43.1% | +17.5% |
| 1Y | +18.0% | -28.5% | +46.5% | +21.2% |
| 3Y | +61.0% | +104.3% | -43.3% | +30.3% |
| All | +48.8% | +583.3% | -534.5% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling