+25.2%
COP vs CEG
+166.8%
-141.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +2.3% | -4.8% | +7.1% | +2.6% |
| 30D | +8.6% | +2.3% | +6.3% | +8.4% |
| 3M | +19.9% | +15.6% | +4.3% | +18.5% |
| 6M | +19.0% | -5.0% | +24.0% | +19.0% |
| YTD | +50.0% | -19.0% | +69.0% | +51.9% |
| 1Y | +50.5% | -10.0% | +60.5% | +49.9% |
| 3Y | +25.2% | +163.9% | -138.7% | +4.5% |
| All | +25.2% | +166.8% | -141.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling