+579.5%
CEG vs RVTY
-8.2%
+587.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +11.8% | -0.7% | +12.5% | +12.0% |
| 30D | -6.5% | +1.7% | -8.3% | -6.9% |
| 3M | -1.2% | +36.8% | -38.0% | -8.0% |
| 6M | -8.0% | +60.1% | -68.1% | -17.5% |
| YTD | -21.9% | +64.0% | -85.9% | -30.7% |
| 1Y | -21.4% | +68.2% | -89.7% | -30.8% |
| 3Y | +130.0% | +88.8% | +41.2% | +84.0% |
| All | +579.5% | -8.2% | +587.8% | +611.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling