+104.3%
CEG vs O
+37.3%
+67.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.2% |
| 7D | -4.7% | +3.7% | -8.4% | -4.3% |
| 30D | -16.6% | +11.2% | -27.8% | -15.7% |
| 3M | -4.1% | -4.0% | -0.1% | -4.2% |
| 6M | -22.3% | -5.2% | -17.1% | -22.6% |
| YTD | -28.9% | +9.5% | -38.4% | -27.3% |
| 1Y | -28.5% | +10.6% | -39.1% | -26.7% |
| 3Y | +104.3% | +38.1% | +66.2% | +102.5% |
| All | +104.3% | +37.3% | +67.0% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling