+59.3%
COP vs CEG
-31.6%
+90.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.9% |
| 7D | -11.5% | -4.7% | -6.8% | -11.8% |
| 30D | +5.0% | -16.6% | +21.5% | +3.5% |
| 3M | +17.5% | -4.1% | +21.6% | +17.4% |
| 6M | +16.2% | -22.3% | +38.6% | +14.4% |
| YTD | +48.8% | -28.9% | +77.7% | +44.5% |
| All | +59.3% | -31.6% | +90.9% | +55.4% |
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