+96.5%
COST vs CEG
+137.2%
-40.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.3% |
| 7D | +2.5% | +17.8% | -15.3% | +1.7% |
| 30D | +14.6% | -4.5% | +19.1% | +14.8% |
| 3M | +15.2% | +1.5% | +13.7% | +14.9% |
| 6M | +7.2% | -3.5% | +10.7% | +7.1% |
| YTD | +27.4% | -19.7% | +47.1% | +28.5% |
| 1Y | +20.2% | -19.8% | +40.0% | +21.1% |
| All | +96.5% | +137.2% | -40.7% | +67.8% |
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