-31.9%
CEG vs ROL
-34.1%
+2.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.8% | -9.5% | -6.5% |
| 7D | -4.8% | +14.6% | -19.4% | -4.2% |
| 30D | -8.2% | +29.3% | -37.5% | -7.7% |
| 3M | -7.9% | +2.0% | -9.9% | -7.5% |
| 6M | -23.2% | -28.5% | +5.3% | -22.1% |
| YTD | -30.1% | -35.3% | +5.2% | -28.8% |
| 1Y | -31.9% | -34.7% | +2.8% | -31.7% |
| All | -31.9% | -34.1% | +2.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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