+604.3%
CEG vs RVMD
+764.5%
-160.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -4.8% | -3.0% | -1.8% | -4.5% |
| 30D | +2.3% | -0.7% | +3.1% | +2.4% |
| 3M | +15.6% | +36.5% | -21.0% | +12.2% |
| 6M | -5.0% | +104.6% | -109.6% | -12.0% |
| YTD | -19.0% | +155.8% | -174.9% | -26.9% |
| 1Y | -10.0% | +340.7% | -350.6% | -23.5% |
| 3Y | +163.9% | +519.9% | -356.0% | +112.0% |
| All | +604.3% | +764.5% | -160.2% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling