-10.1%
CEG vs COF
-5.2%
-4.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | +0.3% | -6.1% | +6.4% | +1.8% |
| 30D | +2.9% | -5.2% | +8.1% | +4.1% |
| 3M | +18.2% | +17.0% | +1.2% | +13.0% |
| 6M | -9.5% | +12.9% | -22.4% | -12.9% |
| YTD | -18.7% | -13.5% | -5.1% | -17.3% |
| 1Y | -10.1% | -5.9% | -4.3% | -9.5% |
| All | -10.1% | -5.2% | -4.9% | -9.5% |
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