+83.1%
COP vs CEG
+717.5%
-634.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.8% | +6.7% | -7.5% | -1.7% |
| 30D | +15.6% | +11.0% | +4.6% | +14.0% |
| 3M | +14.3% | +19.5% | -5.1% | +11.5% |
| 6M | +17.0% | -5.9% | +22.8% | +17.1% |
| YTD | +47.4% | -15.0% | +62.4% | +49.4% |
| 1Y | +52.4% | +0.6% | +51.8% | +48.7% |
| 3Y | +20.8% | +180.6% | -159.8% | -14.7% |
| All | +83.1% | +717.5% | -634.4% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling