+26.0%
ON vs CEG
+717.3%
-691.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.2% |
| 7D | +2.4% | +8.0% | -5.6% | +0.4% |
| 30D | -3.3% | +12.9% | -16.2% | -6.2% |
| 3M | -43.6% | +13.2% | -56.7% | -45.2% |
| 6M | +19.0% | -7.0% | +25.9% | +20.0% |
| YTD | +37.4% | -15.0% | +52.4% | +40.8% |
| 1Y | +54.8% | -2.7% | +57.5% | +52.4% |
| 3Y | -25.2% | +184.1% | -209.2% | -52.1% |
| All | +26.0% | +717.3% | -691.2% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling