+639.7%
CEG vs ROK
+45.9%
+593.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +6.7% | +2.8% | +3.9% | +5.6% |
| 30D | +11.0% | -2.4% | +13.4% | +12.0% |
| 3M | +19.5% | -4.7% | +24.2% | +21.2% |
| 6M | -5.9% | +16.8% | -22.6% | -11.9% |
| YTD | -15.0% | +11.4% | -26.3% | -19.2% |
| 1Y | +0.6% | +26.2% | -25.5% | -8.8% |
| 3Y | +180.6% | +51.9% | +128.8% | +129.3% |
| All | +639.7% | +45.9% | +593.8% | +470.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling