+598.5%
CEG vs COO
-37.8%
+636.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.0% |
| 7D | +17.8% | -2.1% | +19.9% | +18.3% |
| 30D | -4.5% | +13.9% | -18.4% | -7.2% |
| 3M | +1.5% | -18.9% | +20.4% | +5.6% |
| 6M | -3.5% | +3.7% | -7.3% | -5.4% |
| YTD | -19.7% | -24.1% | +4.4% | -15.4% |
| 1Y | -19.8% | -14.2% | -5.6% | -18.1% |
| 3Y | +136.4% | -24.5% | +160.9% | +136.7% |
| All | +598.5% | -37.8% | +636.3% | +628.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling