-22.3%
CEG vs ROIV
+36.6%
-58.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.2% | -1.9% | +3.4% |
| 7D | -4.7% | +5.3% | -10.1% | -5.5% |
| 30D | -16.6% | +11.9% | -28.5% | -18.0% |
| 3M | -4.1% | +10.7% | -14.8% | -6.4% |
| 6M | -22.3% | +34.9% | -57.2% | -30.9% |
| All | -22.3% | +36.6% | -58.9% | -30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling