+639.5%
CEG vs OMC
+22.8%
+616.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.3% |
| 7D | +8.0% | -6.4% | +14.4% | +9.1% |
| 30D | +12.9% | +1.1% | +11.8% | +12.6% |
| 3M | +13.2% | +10.4% | +2.8% | +10.5% |
| 6M | -7.0% | -1.7% | -5.3% | -7.1% |
| YTD | -15.0% | +4.4% | -19.4% | -16.3% |
| 1Y | -2.7% | +8.4% | -11.2% | -5.6% |
| 3Y | +184.1% | +14.4% | +169.7% | +167.0% |
| All | +639.5% | +22.8% | +616.6% | +554.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling