+639.5%
CEG vs RVTY
-24.5%
+664.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +8.0% | +1.1% | +6.9% | +7.8% |
| 30D | +12.9% | +13.2% | -0.3% | +9.8% |
| 3M | +13.2% | +27.2% | -14.1% | +6.9% |
| 6M | -7.0% | +32.4% | -39.4% | -13.2% |
| YTD | -15.0% | +34.9% | -49.9% | -21.2% |
| 1Y | -2.7% | +52.4% | -55.1% | -12.5% |
| 3Y | +184.1% | +12.3% | +171.8% | +167.4% |
| All | +639.5% | -24.5% | +664.0% | +709.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling