-25.4%
CEG vs ROK
+6.7%
-32.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.8% |
| 7D | +1.7% | -11.0% | +12.7% | +5.9% |
| 30D | -10.2% | -8.2% | -2.0% | -7.6% |
| 3M | -0.8% | -8.5% | +7.6% | +2.1% |
| 6M | -11.5% | -12.0% | +0.4% | -8.3% |
| YTD | -23.9% | +3.1% | -26.9% | -28.8% |
| 1Y | -25.4% | +2.9% | -28.3% | -29.0% |
| All | -25.4% | +6.7% | -32.1% | -29.0% |
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