-2.7%
CEG vs ROK
+29.3%
-32.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.4% |
| 7D | +8.0% | +0.7% | +7.3% | +7.7% |
| 30D | +12.9% | -3.3% | +16.2% | +14.4% |
| 3M | +13.2% | -5.9% | +19.0% | +15.3% |
| 6M | -7.0% | +13.9% | -20.9% | -12.3% |
| YTD | -15.0% | +12.6% | -27.6% | -20.8% |
| 1Y | -2.7% | +28.6% | -31.3% | -12.4% |
| All | -2.7% | +29.3% | -32.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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