+518.2%
CEG vs COO
-37.6%
+555.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.6% |
| 7D | -4.7% | +4.7% | -9.5% | -5.7% |
| 30D | -16.6% | +13.9% | -30.5% | -18.9% |
| 3M | -4.1% | -14.9% | +10.8% | -1.3% |
| 6M | -22.3% | +2.0% | -24.4% | -23.5% |
| YTD | -28.9% | -23.9% | -5.0% | -25.2% |
| 1Y | -28.5% | -9.6% | -18.8% | -27.9% |
| 3Y | +104.3% | -25.4% | +129.7% | +105.7% |
| All | +518.2% | -37.6% | +555.9% | +544.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling