-31.9%
CEG vs RVTY
+74.0%
-105.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.5% | -4.2% | -6.3% |
| 7D | -4.8% | -3.6% | -1.2% | -4.4% |
| 30D | -8.2% | +1.4% | -9.5% | -8.4% |
| 3M | -7.9% | +43.2% | -51.1% | -13.2% |
| 6M | -23.2% | +84.5% | -107.7% | -30.2% |
| YTD | -30.1% | +65.2% | -95.3% | -34.5% |
| 1Y | -31.9% | +74.3% | -106.2% | -35.3% |
| All | -31.9% | +74.0% | -105.9% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling