+104.3%
CEG vs ROL
+3.8%
+100.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.1% | +6.4% | +4.3% |
| 7D | -4.7% | +9.5% | -14.2% | -4.9% |
| 30D | -16.6% | +22.9% | -39.5% | -17.1% |
| 3M | -4.1% | +3.5% | -7.7% | -4.1% |
| 6M | -22.3% | -29.4% | +7.1% | -20.7% |
| YTD | -28.9% | -36.1% | +7.1% | -27.3% |
| 1Y | -28.5% | -34.4% | +5.9% | -27.0% |
| 3Y | +104.3% | +4.0% | +100.3% | +71.6% |
| All | +104.3% | +3.8% | +100.4% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling