+133.3%
CEG vs OMC
+29.2%
+104.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.5% | +8.0% | +10.3% |
| 7D | +7.3% | +5.4% | +2.0% | +7.0% |
| 30D | -7.4% | +15.7% | -23.1% | -8.2% |
| 3M | +2.5% | +4.9% | -2.4% | +2.2% |
| 6M | -8.8% | +17.3% | -26.1% | -10.3% |
| YTD | -21.5% | +13.0% | -34.5% | -22.2% |
| 1Y | -22.5% | +24.1% | -46.6% | -24.6% |
| 3Y | +133.3% | +31.2% | +102.1% | +114.4% |
| All | +133.3% | +29.2% | +104.1% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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