+134.7%
CEG vs COR
+86.2%
+48.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.7% | -0.6% |
| 7D | +12.1% | +7.8% | +4.3% | +12.5% |
| 30D | +0.2% | +7.0% | -6.8% | +0.6% |
| 3M | +0.7% | +16.3% | -15.5% | +1.5% |
| 6M | +2.2% | +41.3% | -39.0% | +4.0% |
| YTD | -20.3% | +7.1% | -27.5% | -19.2% |
| 1Y | -16.1% | -0.8% | -15.3% | -16.0% |
| 3Y | +134.7% | +85.0% | +49.7% | +148.9% |
| All | +134.7% | +86.2% | +48.5% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling