+47.6%
ON vs CEG
-33.0%
+80.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.7% | +4.8% | 0.0% |
| 7D | -5.8% | -4.8% | -1.0% | -4.5% |
| 30D | -17.1% | -8.2% | -8.9% | -15.3% |
| 3M | -11.8% | -7.9% | -3.9% | -10.0% |
| 6M | -30.2% | -23.2% | -7.0% | -27.1% |
| YTD | +31.6% | -30.1% | +61.7% | +39.5% |
| 1Y | +47.6% | -31.9% | +79.5% | +57.4% |
| All | +47.6% | -33.0% | +80.6% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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