+507.8%
CEG vs DOC
-26.3%
+534.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.8% | -7.6% |
| 7D | -4.8% | +8.7% | -13.5% | -7.1% |
| 30D | -8.2% | +7.6% | -15.8% | -10.2% |
| 3M | -7.9% | -5.3% | -2.7% | -6.7% |
| 6M | -23.2% | +27.6% | -50.8% | -29.5% |
| YTD | -30.1% | +32.4% | -62.5% | -36.8% |
| 1Y | -31.9% | +22.9% | -54.8% | -36.9% |
| 3Y | +114.0% | +43.1% | +70.9% | +77.9% |
| All | +507.8% | -26.3% | +534.1% | +633.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling