-7.6%
CEG vs OMC
+17.1%
-24.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.5% | +8.0% | +11.1% |
| 7D | +7.3% | +5.4% | +2.0% | +9.2% |
| 30D | -7.4% | +15.7% | -23.1% | -3.4% |
| 3M | +2.5% | +4.9% | -2.4% | +4.4% |
| All | -7.6% | +17.1% | -24.7% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling