+180.8%
CEG vs ROST
+97.0%
+83.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +8.0% | +0.9% | +7.1% | +7.6% |
| 30D | +12.9% | -8.9% | +21.8% | +17.0% |
| 3M | +13.2% | -0.8% | +14.0% | +12.9% |
| 6M | -7.0% | +8.5% | -15.5% | -11.0% |
| YTD | -15.0% | +28.6% | -43.6% | -24.8% |
| 1Y | -2.7% | +52.3% | -55.1% | -20.9% |
| All | +180.8% | +97.0% | +83.8% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling