+604.3%
CEG vs COF
+43.9%
+560.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -4.8% | -5.1% | +0.4% | -3.0% |
| 30D | +2.3% | -6.0% | +8.4% | +4.4% |
| 3M | +15.6% | +14.8% | +0.8% | +9.7% |
| 6M | -5.0% | +15.3% | -20.3% | -10.3% |
| YTD | -19.0% | -13.0% | -6.0% | -16.2% |
| 1Y | -10.0% | -5.7% | -4.2% | -9.6% |
| 3Y | +163.9% | +118.1% | +45.8% | +104.5% |
| All | +604.3% | +43.9% | +560.4% | +445.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling