+172.4%
CEG vs COF
+119.0%
+53.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.2% |
| 7D | +1.3% | -2.7% | +4.0% | +2.3% |
| 30D | +8.8% | -3.4% | +12.2% | +10.2% |
| 3M | +17.0% | +15.4% | +1.6% | +9.9% |
| 6M | -8.7% | +14.4% | -23.1% | -14.3% |
| YTD | -16.4% | -12.0% | -4.5% | -13.3% |
| 1Y | -1.8% | -3.7% | +2.0% | -2.2% |
| All | +172.4% | +119.0% | +53.5% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling