-1.8%
CEG vs ROST
+51.1%
-52.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.4% |
| 7D | +1.3% | -2.2% | +3.6% | +1.8% |
| 30D | +8.8% | -11.4% | +20.3% | +11.6% |
| 3M | +17.0% | -1.6% | +18.6% | +16.8% |
| 6M | -8.7% | +6.8% | -15.5% | -10.4% |
| YTD | -16.4% | +25.8% | -42.2% | -20.0% |
| 1Y | -1.8% | +52.4% | -54.2% | -8.5% |
| All | -1.8% | +51.1% | -52.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling