+593.1%
CEG vs ROIV
+463.9%
+129.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +12.1% | +1.7% | +10.4% | +11.9% |
| 30D | +0.2% | +17.6% | -17.3% | -1.9% |
| 3M | +0.7% | +9.0% | -8.2% | -0.8% |
| 6M | +2.2% | +35.3% | -33.0% | -2.3% |
| YTD | -20.3% | +82.2% | -102.5% | -26.8% |
| 1Y | -16.1% | +92.3% | -108.3% | -23.5% |
| 3Y | +134.7% | +336.8% | -202.1% | +94.8% |
| All | +593.1% | +463.9% | +129.1% | +427.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling