+626.9%
CEG vs RMD
-5.0%
+631.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +1.3% | -4.7% | +6.1% | +2.4% |
| 30D | +8.8% | +0.2% | +8.6% | +8.7% |
| 3M | +17.0% | +12.0% | +5.0% | +13.3% |
| 6M | -8.7% | -12.5% | +3.8% | -6.3% |
| YTD | -16.4% | -7.9% | -8.5% | -15.4% |
| 1Y | -1.8% | -20.4% | +18.6% | +2.8% |
| 3Y | +175.8% | +53.1% | +122.7% | +139.3% |
| All | +626.9% | -5.0% | +631.9% | +601.5% |
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