+639.5%
CEG vs ROP
-6.4%
+645.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.6% | +8.4% | +5.9% |
| 7D | +8.0% | -4.4% | +12.5% | +9.3% |
| 30D | +12.9% | +3.2% | +9.7% | +11.7% |
| 3M | +13.2% | +23.1% | -9.9% | +4.9% |
| 6M | -7.0% | +13.3% | -20.3% | -11.5% |
| YTD | -15.0% | -7.9% | -7.1% | -10.9% |
| 1Y | -2.7% | -22.1% | +19.3% | +11.4% |
| 3Y | +184.1% | -16.8% | +200.9% | +208.2% |
| All | +639.5% | -6.4% | +645.8% | +616.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling