+639.7%
CEG vs ROST
+141.7%
+498.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +11.0% | -10.0% | +21.0% | +14.8% |
| 3M | +19.5% | +1.2% | +18.3% | +18.4% |
| 6M | -5.9% | +8.9% | -14.8% | -9.2% |
| YTD | -15.0% | +28.1% | -43.0% | -22.5% |
| 1Y | +0.6% | +53.0% | -52.3% | -14.1% |
| 3Y | +180.6% | +97.9% | +82.8% | +118.9% |
| All | +639.7% | +141.7% | +498.0% | +426.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling