+133.3%
CEG vs ROIV
+351.4%
-218.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.6% | +5.9% | +9.3% |
| 7D | +7.3% | +13.3% | -6.0% | +4.0% |
| 30D | -7.4% | +14.8% | -22.1% | -10.6% |
| 3M | +2.5% | +11.9% | -9.5% | -1.2% |
| 6M | -8.8% | +42.4% | -51.2% | -18.4% |
| YTD | -21.5% | +87.4% | -108.9% | -35.8% |
| 1Y | -22.5% | +97.2% | -119.8% | -37.8% |
| 3Y | +133.3% | +375.7% | -242.4% | +38.4% |
| All | +133.3% | +351.4% | -218.1% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling