+94.0%
COST vs CEG
+681.8%
-587.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.5% |
| 30D | -4.4% | +2.9% | -7.3% | -4.8% |
| 3M | -8.1% | +18.2% | -26.3% | -9.8% |
| 6M | -9.2% | -9.5% | +0.3% | -8.8% |
| YTD | +5.1% | -18.7% | +23.8% | +6.6% |
| 1Y | -5.1% | -10.1% | +5.0% | -5.5% |
| 3Y | +70.4% | +168.3% | -98.0% | +29.8% |
| All | +94.0% | +681.8% | -587.8% | +24.3% |
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 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