+579.5%
CEG vs COO
-37.1%
+616.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +11.8% | -2.3% | +14.1% | +12.3% |
| 30D | -6.5% | +13.3% | -19.8% | -9.0% |
| 3M | -1.2% | -18.1% | +16.9% | +2.7% |
| 6M | -8.0% | +6.7% | -14.7% | -10.4% |
| YTD | -21.9% | -23.2% | +1.3% | -17.8% |
| 1Y | -21.4% | -12.3% | -9.2% | -20.1% |
| 3Y | +130.0% | -23.6% | +153.6% | +129.8% |
| All | +579.5% | -37.1% | +616.6% | +607.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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