+598.5%
CEG vs COR
+173.4%
+425.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +17.8% | +2.9% | +15.0% | +17.4% |
| 30D | -4.5% | +5.8% | -10.4% | -5.3% |
| 3M | +1.5% | +11.4% | -9.9% | -0.2% |
| 6M | -3.5% | +34.5% | -38.0% | -8.2% |
| YTD | -19.7% | +4.1% | -23.8% | -20.1% |
| 1Y | -19.8% | -3.1% | -16.7% | -19.2% |
| 3Y | +136.4% | +80.9% | +55.6% | +88.8% |
| All | +598.5% | +173.4% | +425.1% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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