+60.7%
COP vs CEG
-33.0%
+93.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.7% | +1.5% | -5.6% |
| 7D | -8.1% | -4.8% | -3.3% | -8.4% |
| 30D | +6.7% | -8.2% | +14.8% | +6.1% |
| 3M | +16.9% | -7.9% | +24.8% | +16.4% |
| 6M | +11.2% | -23.2% | +34.4% | +9.5% |
| YTD | +49.5% | -30.1% | +79.6% | +45.9% |
| 1Y | +60.7% | -31.9% | +92.6% | +57.2% |
| All | +60.7% | -33.0% | +93.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling