+579.5%
CEG vs ROP
+10.1%
+569.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +11.8% | -2.9% | +14.8% | +12.4% |
| 30D | -6.5% | +30.1% | -36.6% | -12.6% |
| 3M | -1.2% | +19.9% | -21.0% | -5.8% |
| 6M | -8.0% | +46.0% | -54.1% | -18.7% |
| YTD | -21.9% | +8.4% | -30.2% | -21.4% |
| 1Y | -21.4% | +8.8% | -30.2% | -21.2% |
| 3Y | +130.0% | -5.6% | +135.6% | +145.4% |
| All | +579.5% | +10.1% | +569.4% | +532.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling