+134.7%
CEG vs O
+39.0%
+95.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.9% |
| 7D | +12.1% | -0.4% | +12.5% | +12.0% |
| 30D | +0.2% | +7.1% | -6.9% | +1.0% |
| 3M | +0.7% | -5.2% | +5.9% | +0.5% |
| 6M | +2.2% | -1.8% | +4.0% | +2.3% |
| YTD | -20.3% | +9.1% | -29.4% | -18.5% |
| 1Y | -16.1% | +9.7% | -25.8% | -14.1% |
| 3Y | +134.7% | +39.1% | +95.5% | +125.5% |
| All | +134.7% | +39.0% | +95.7% | +125.5% |
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