-2.7%
CEG vs ROIV
+177.7%
-180.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.6% |
| 7D | +8.0% | +0.6% | +7.4% | +7.9% |
| 30D | +12.9% | +1.0% | +12.0% | +12.6% |
| 3M | +13.2% | +18.3% | -5.1% | +8.4% |
| 6M | -7.0% | +18.3% | -25.3% | -11.2% |
| YTD | -15.0% | +61.0% | -76.0% | -24.1% |
| 1Y | -2.7% | +177.9% | -180.6% | -13.5% |
| All | -2.7% | +177.7% | -180.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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