+626.9%
CEG vs O
+9.9%
+617.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +1.3% | -2.3% | +3.6% | +1.9% |
| 30D | +8.8% | -2.4% | +11.3% | +9.5% |
| 3M | +17.0% | -0.6% | +17.6% | +16.9% |
| 6M | -8.7% | -5.0% | -3.7% | -7.8% |
| YTD | -16.4% | +10.4% | -26.8% | -18.5% |
| 1Y | -1.8% | +6.6% | -8.3% | -3.4% |
| 3Y | +175.8% | +28.4% | +147.4% | +149.4% |
| All | +626.9% | +9.9% | +617.1% | +646.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling