-31.9%
CEG vs O
+8.1%
-40.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.0% | -9.7% | -6.5% |
| 7D | -4.8% | +5.8% | -10.6% | -4.6% |
| 30D | -8.2% | +10.7% | -18.8% | -8.3% |
| 3M | -7.9% | -4.5% | -3.4% | -6.8% |
| 6M | -23.2% | -4.1% | -19.1% | -22.6% |
| YTD | -30.1% | +9.8% | -39.9% | -22.3% |
| 1Y | -31.9% | +11.3% | -43.2% | -24.6% |
| All | -31.9% | +8.1% | -40.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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