+50.3%
RSP vs CEG
+717.3%
-667.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.1% |
| 7D | -0.8% | +8.0% | -8.8% | -1.7% |
| 30D | -0.3% | +12.9% | -13.3% | -1.8% |
| 3M | +4.3% | +13.2% | -8.9% | +2.5% |
| 6M | +8.8% | -7.0% | +15.8% | +9.1% |
| YTD | +15.3% | -15.0% | +30.3% | +16.6% |
| 1Y | +18.3% | -2.7% | +21.0% | +16.9% |
| 3Y | +52.8% | +184.1% | -131.3% | +17.1% |
| All | +50.3% | +717.3% | -667.0% | +1.4% |
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 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