+17.1%
ON vs CEG
+654.8%
-637.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +10.5% | -1.3% | +6.4% |
| 7D | -1.4% | +7.3% | -8.7% | -3.2% |
| 30D | -10.9% | -7.4% | -3.5% | -9.2% |
| 3M | -14.9% | +2.5% | -17.3% | -15.7% |
| 6M | -33.0% | -8.8% | -24.2% | -31.9% |
| YTD | +27.6% | -21.5% | +49.1% | +33.1% |
| 1Y | +44.5% | -22.5% | +67.0% | +50.7% |
| 3Y | +7.4% | +133.3% | -125.9% | -26.5% |
| All | +17.1% | +654.8% | -637.7% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling