+518.2%
CEG vs ROP
+9.8%
+508.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.9% | +7.2% | +4.9% |
| 7D | -4.7% | +2.1% | -6.9% | -5.3% |
| 30D | -16.6% | +32.9% | -49.5% | -22.5% |
| 3M | -4.1% | +20.3% | -24.5% | -8.7% |
| 6M | -22.3% | +36.8% | -59.1% | -29.5% |
| YTD | -28.9% | +8.1% | -37.0% | -28.4% |
| 1Y | -28.5% | +8.3% | -36.7% | -28.1% |
| 3Y | +104.3% | -3.2% | +107.5% | +114.1% |
| All | +518.2% | +9.8% | +508.4% | +475.8% |
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