+639.7%
CEG vs RVMD
+779.6%
-139.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.1% |
| 7D | +6.7% | -1.2% | +7.9% | +6.8% |
| 30D | +11.0% | +1.1% | +9.9% | +10.8% |
| 3M | +19.5% | +39.6% | -20.1% | +15.7% |
| 6M | -5.9% | +110.7% | -116.5% | -13.0% |
| YTD | -15.0% | +160.3% | -175.3% | -23.4% |
| 1Y | +0.6% | +404.9% | -404.3% | -15.8% |
| 3Y | +180.6% | +545.5% | -364.8% | +124.5% |
| All | +639.7% | +779.6% | -139.9% | +432.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling