+639.7%
CEG vs OSCR
+376.3%
+263.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.1% |
| 7D | +6.7% | +10.7% | -4.0% | +5.9% |
| 30D | +11.0% | +18.3% | -7.3% | +9.7% |
| 3M | +19.5% | +20.5% | -1.0% | +17.6% |
| 6M | -5.9% | +138.5% | -144.4% | -12.6% |
| YTD | -15.0% | +129.7% | -144.7% | -20.9% |
| 1Y | +0.6% | +62.8% | -62.1% | -4.7% |
| 3Y | +180.6% | +411.8% | -231.2% | +135.2% |
| All | +639.7% | +376.3% | +263.3% | +510.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling