+604.3%
CEG vs OSCR
+372.9%
+231.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.8% | +1.6% | -6.4% | -4.9% |
| 30D | +2.3% | +10.7% | -8.3% | +1.6% |
| 3M | +15.6% | +13.4% | +2.2% | +14.3% |
| 6M | -5.0% | +144.6% | -149.6% | -12.0% |
| YTD | -19.0% | +128.0% | -147.1% | -24.7% |
| 1Y | -10.0% | +68.7% | -78.6% | -15.0% |
| 3Y | +163.9% | +398.8% | -234.8% | +121.6% |
| All | +604.3% | +372.9% | +231.4% | +481.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling