+518.2%
CEG vs RVTY
-10.1%
+528.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.8% | +1.5% | +3.7% |
| 7D | -4.7% | -1.2% | -3.5% | -4.5% |
| 30D | -16.6% | +1.0% | -17.6% | -16.8% |
| 3M | -4.1% | +35.8% | -40.0% | -10.7% |
| 6M | -22.3% | +56.7% | -79.0% | -30.0% |
| YTD | -28.9% | +60.7% | -89.6% | -36.7% |
| 1Y | -28.5% | +73.7% | -102.1% | -37.6% |
| 3Y | +104.3% | +82.8% | +21.5% | +64.8% |
| All | +518.2% | -10.1% | +528.3% | +549.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling