+639.5%
CEG vs COO
-30.4%
+669.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.4% | +5.2% |
| 7D | +8.0% | -2.2% | +10.2% | +8.5% |
| 30D | +12.9% | -7.0% | +20.0% | +14.6% |
| 3M | +13.2% | +12.2% | +1.0% | +9.7% |
| 6M | -7.0% | -15.1% | +8.1% | -3.8% |
| YTD | -15.0% | -15.1% | +0.1% | -12.2% |
| 1Y | -2.7% | +2.3% | -5.1% | -4.5% |
| 3Y | +184.1% | -23.7% | +207.7% | +191.1% |
| All | +639.5% | -30.4% | +669.8% | +655.9% |
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