+639.5%
CEG vs COF
+51.7%
+587.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +5.0% |
| 7D | +8.0% | +1.8% | +6.2% | +7.3% |
| 30D | +12.9% | -0.6% | +13.5% | +13.1% |
| 3M | +13.2% | +20.3% | -7.1% | +5.8% |
| 6M | -7.0% | +13.0% | -20.0% | -11.4% |
| YTD | -15.0% | -8.3% | -6.7% | -13.5% |
| 1Y | -2.7% | -1.5% | -1.3% | -3.8% |
| 3Y | +184.1% | +122.3% | +61.8% | +118.3% |
| All | +639.5% | +51.7% | +587.7% | +462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling