+165.1%
CEG vs OSCR
+398.9%
-233.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.8% |
| 7D | +0.3% | +1.1% | -0.7% | +0.3% |
| 30D | +2.9% | +16.5% | -13.6% | +2.0% |
| 3M | +18.2% | +17.0% | +1.2% | +16.9% |
| 6M | -9.5% | +145.0% | -154.5% | -15.5% |
| YTD | -18.7% | +126.7% | -145.4% | -23.7% |
| 1Y | -10.1% | +67.2% | -77.4% | -14.6% |
| All | +165.1% | +398.9% | -233.9% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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