-7.0%
CEG vs ROST
+7.9%
-14.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +8.0% | +0.9% | +7.1% | +7.8% |
| 30D | +12.9% | -8.9% | +21.8% | +15.2% |
| 3M | +13.2% | -0.8% | +14.0% | +13.0% |
| 6M | -7.0% | +8.5% | -15.5% | -8.6% |
| All | -7.0% | +7.9% | -14.9% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling