+639.5%
CEG vs RVMD
+791.0%
-151.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +8.0% | +1.0% | +7.0% | +7.9% |
| 30D | +12.9% | +6.4% | +6.5% | +12.3% |
| 3M | +13.2% | +34.9% | -21.7% | +10.0% |
| 6M | -7.0% | +107.6% | -114.5% | -13.9% |
| YTD | -15.0% | +163.7% | -178.7% | -23.5% |
| 1Y | -2.7% | +439.2% | -441.9% | -19.2% |
| 3Y | +184.1% | +499.2% | -315.1% | +129.0% |
| All | +639.5% | +791.0% | -151.6% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling