+492.8%
CEG vs PCOR
+14.7%
+478.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -9.4% | +23.7% | -33.1% | -13.4% |
| 30D | -20.2% | +39.0% | -59.2% | -25.5% |
| 3M | -9.5% | +35.8% | -45.2% | -15.6% |
| 6M | -25.0% | +38.2% | -63.2% | -30.8% |
| YTD | -31.9% | +3.9% | -35.8% | -33.6% |
| 1Y | -33.7% | +5.7% | -39.3% | -35.8% |
| 3Y | +108.7% | +44.8% | +63.9% | +85.7% |
| All | +492.8% | +14.7% | +478.0% | +409.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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