+94.0%
COST vs CEG
+703.5%
-609.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -2.8% | +1.3% | -4.1% | -2.9% |
| 30D | -5.3% | +8.8% | -14.1% | -6.1% |
| 3M | -6.7% | +17.0% | -23.6% | -8.3% |
| 6M | -9.9% | -8.7% | -1.2% | -9.5% |
| YTD | +5.1% | -16.4% | +21.6% | +6.4% |
| 1Y | -7.3% | -1.8% | -5.5% | -8.8% |
| 3Y | +70.4% | +175.8% | -105.4% | +29.5% |
| All | +94.0% | +703.5% | -609.5% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling