-2.7%
CEG vs COF
+0.3%
-3.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +8.0% | +1.8% | +6.2% | +7.5% |
| 30D | +12.9% | -0.6% | +13.5% | +13.0% |
| 3M | +13.2% | +20.3% | -7.1% | +7.4% |
| 6M | -7.0% | +13.0% | -20.0% | -10.5% |
| YTD | -15.0% | -8.3% | -6.7% | -14.5% |
| 1Y | -2.7% | -1.5% | -1.3% | -1.5% |
| All | -2.7% | +0.3% | -3.1% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling