-1.8%
CEG vs ROK
+25.5%
-27.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +1.3% | +0.2% | +1.2% | +1.3% |
| 30D | +8.8% | -1.8% | +10.6% | +9.7% |
| 3M | +17.0% | -7.2% | +24.2% | +19.8% |
| 6M | -8.7% | +14.2% | -22.9% | -14.3% |
| YTD | -16.4% | +10.6% | -27.0% | -21.6% |
| 1Y | -1.8% | +25.9% | -27.7% | -11.3% |
| All | -1.8% | +25.5% | -27.2% | -11.3% |
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