+593.1%
CEG vs ROP
+10.6%
+582.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +12.1% | +0.7% | +11.4% | +11.9% |
| 30D | +0.2% | +28.8% | -28.6% | -6.0% |
| 3M | +0.7% | +21.1% | -20.3% | -4.2% |
| 6M | +2.2% | +52.5% | -50.3% | -11.2% |
| YTD | -20.3% | +8.9% | -29.2% | -19.9% |
| 1Y | -16.1% | +8.2% | -24.3% | -15.5% |
| 3Y | +134.7% | -5.2% | +139.8% | +150.1% |
| All | +593.1% | +10.6% | +582.4% | +544.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling