+598.5%
CEG vs ONON
+21.5%
+577.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.7% | +7.5% | +3.6% |
| 7D | +17.8% | -11.9% | +29.7% | +20.5% |
| 30D | -4.5% | -6.8% | +2.3% | -3.6% |
| 3M | +1.5% | +6.6% | -5.2% | -0.1% |
| 6M | -3.5% | -2.2% | -1.3% | -4.6% |
| YTD | -19.7% | -28.9% | +9.1% | -16.1% |
| 1Y | -19.8% | -20.3% | +0.5% | -18.1% |
| 3Y | +136.4% | +22.9% | +113.5% | +129.1% |
| All | +598.5% | +21.5% | +577.0% | +550.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 5y: compounded portfolio wealth divided by compounded ONON 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…
5y analysis · Full analysis span regression · 6 months rolling