+20.3%
ON vs CEG
+703.5%
-683.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -1.9% | +1.3% | -3.2% | -2.2% |
| 30D | -11.0% | +8.8% | -19.9% | -13.0% |
| 3M | -39.3% | +17.0% | -56.3% | -41.6% |
| 6M | +19.8% | -8.7% | +28.6% | +21.4% |
| YTD | +31.1% | -16.4% | +47.5% | +35.0% |
| 1Y | +46.0% | -1.8% | +47.7% | +43.4% |
| 3Y | -27.5% | +175.8% | -203.3% | -53.2% |
| All | +20.3% | +703.5% | -683.2% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling