+492.8%
CEG vs DOC
-26.5%
+519.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.2% | -2.4% |
| 7D | -9.4% | +6.2% | -15.7% | -11.0% |
| 30D | -20.2% | +6.5% | -26.7% | -21.8% |
| 3M | -9.5% | -6.2% | -3.2% | -8.0% |
| 6M | -25.0% | +25.6% | -50.6% | -30.8% |
| YTD | -31.9% | +32.1% | -63.9% | -38.3% |
| 1Y | -33.7% | +20.3% | -53.9% | -38.0% |
| 3Y | +108.7% | +42.7% | +65.9% | +73.6% |
| All | +492.8% | -26.5% | +519.3% | +616.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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