+518.2%
CEG vs RMD
+1.7%
+516.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.6% |
| 7D | -4.7% | +2.3% | -7.1% | -5.3% |
| 30D | -16.6% | +4.1% | -20.7% | -17.5% |
| 3M | -4.1% | +5.7% | -9.8% | -5.8% |
| 6M | -22.3% | +12.9% | -35.2% | -25.1% |
| YTD | -28.9% | -1.5% | -27.4% | -29.4% |
| 1Y | -28.5% | -4.8% | -23.7% | -28.4% |
| 3Y | +104.3% | +57.5% | +46.8% | +76.5% |
| All | +518.2% | +1.7% | +516.6% | +485.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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