-31.9%
CEG vs ONTO
+46.1%
-78.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -8.7% | +2.0% | -4.4% |
| 7D | -4.8% | -17.4% | +12.6% | 0.0% |
| 30D | -8.2% | -43.2% | +35.0% | +5.9% |
| 3M | -7.9% | -35.7% | +27.8% | +1.6% |
| 6M | -23.2% | -38.3% | +15.1% | -17.8% |
| YTD | -30.1% | +17.1% | -47.2% | -43.8% |
| 1Y | -31.9% | +43.1% | -75.0% | -51.6% |
| All | -31.9% | +46.1% | -78.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 1y: compounded portfolio wealth divided by compounded ONTO 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…
1y analysis · Full analysis span regression · 6 months rolling