+136.5%
CEG vs COO
-24.6%
+161.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | +17.8% | -2.1% | +19.9% | +18.0% |
| 30D | -4.5% | +13.9% | -18.4% | -5.5% |
| 3M | +1.5% | -18.9% | +20.4% | +3.3% |
| 6M | -3.5% | +3.7% | -7.3% | -4.1% |
| YTD | -19.7% | -24.1% | +4.4% | -17.8% |
| 1Y | -19.8% | -14.2% | -5.6% | -18.8% |
| All | +136.5% | -24.6% | +161.1% | +128.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling