+604.3%
CEG vs ROK
+45.6%
+558.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | -4.8% | -1.2% | -3.5% | -4.3% |
| 30D | +2.3% | -4.8% | +7.1% | +4.3% |
| 3M | +15.6% | -6.1% | +21.7% | +18.0% |
| 6M | -5.0% | +15.5% | -20.5% | -10.8% |
| YTD | -19.0% | +11.2% | -30.2% | -23.0% |
| 1Y | -10.0% | +23.8% | -33.8% | -17.7% |
| 3Y | +163.9% | +53.1% | +110.8% | +115.1% |
| All | +604.3% | +45.6% | +558.7% | +443.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling