+57.2%
COP vs CEG
-24.4%
+81.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.5% | -11.8% | -0.6% |
| 7D | -8.4% | +7.3% | -15.7% | -7.9% |
| 30D | +0.3% | -7.4% | +7.7% | -0.4% |
| 3M | +15.1% | +2.5% | +12.6% | +15.5% |
| 6M | +19.8% | -8.8% | +28.6% | +19.4% |
| YTD | +46.8% | -21.5% | +68.3% | +43.7% |
| All | +57.2% | -24.4% | +81.6% | +54.5% |
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