-16.1%
CEG vs RVTY
+66.4%
-82.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +12.1% | -0.5% | +12.6% | +12.2% |
| 30D | +0.2% | +1.5% | -1.3% | +0.1% |
| 3M | +0.7% | +31.5% | -30.7% | -3.4% |
| 6M | +2.2% | +62.7% | -60.4% | -5.0% |
| YTD | -20.3% | +60.0% | -80.3% | -23.9% |
| 1Y | -16.1% | +65.7% | -81.8% | -20.5% |
| All | -16.1% | +66.4% | -82.5% | -20.5% |
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 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