+518.2%
CEG vs COR
+161.1%
+357.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.5% |
| 7D | -4.7% | +0.8% | -5.6% | -4.9% |
| 30D | -16.6% | +5.1% | -21.7% | -17.3% |
| 3M | -4.1% | +2.8% | -7.0% | -4.7% |
| 6M | -22.3% | +32.5% | -54.9% | -26.0% |
| YTD | -28.9% | -0.7% | -28.3% | -28.8% |
| 1Y | -28.5% | -6.7% | -21.8% | -27.6% |
| 3Y | +104.3% | +73.7% | +30.6% | +63.6% |
| All | +518.2% | +161.1% | +357.2% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling