+43.4%
ON vs CEG
-26.7%
+70.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.8% |
| 30D | -10.2% | -10.2% | 0.0% | -7.9% |
| 3M | -12.7% | -0.8% | -11.9% | -12.9% |
| 6M | -32.5% | -11.5% | -21.0% | -31.9% |
| YTD | +28.6% | -23.9% | +52.4% | +32.8% |
| 1Y | +43.4% | -25.4% | +68.8% | +49.0% |
| All | +43.4% | -26.7% | +70.1% | +49.0% |
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 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