+53.3%
COP vs CEG
-1.7%
+55.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.0% |
| 7D | -0.5% | +1.3% | -1.8% | -0.4% |
| 30D | +11.7% | +8.8% | +2.9% | +12.4% |
| 3M | +17.7% | +17.0% | +0.7% | +19.2% |
| 6M | +18.3% | -8.7% | +27.0% | +18.8% |
| YTD | +49.1% | -16.4% | +65.5% | +48.9% |
| 1Y | +53.3% | -1.8% | +55.1% | +54.3% |
| All | +53.3% | -1.7% | +55.0% | +54.3% |
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