+598.5%
CEG vs RVMD
+648.2%
-49.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.0% |
| 7D | +17.8% | -0.7% | +18.6% | +17.9% |
| 30D | -4.5% | -6.4% | +1.9% | -4.1% |
| 3M | +1.5% | -14.1% | +15.6% | +2.7% |
| 6M | -3.5% | +21.0% | -24.5% | -5.6% |
| YTD | -19.7% | +121.4% | -141.1% | -26.7% |
| 1Y | -19.8% | +167.9% | -187.7% | -28.3% |
| 3Y | +136.4% | +794.7% | -658.3% | +85.3% |
| All | +598.5% | +648.2% | -49.7% | +409.1% |
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