+44.6%
COP vs CEG
-3.0%
+47.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -0.8% |
| 7D | +3.0% | +8.0% | -5.0% | +3.5% |
| 30D | +17.5% | +12.9% | +4.5% | +18.4% |
| 3M | +13.4% | +13.2% | +0.2% | +14.4% |
| 6M | +17.7% | -7.0% | +24.7% | +18.4% |
| YTD | +46.6% | -15.0% | +61.6% | +46.7% |
| 1Y | +44.6% | -2.7% | +47.3% | +43.3% |
| All | +44.6% | -3.0% | +47.6% | +43.3% |
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