+33.7%
CFG vs COO
-7.7%
+41.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.5% | +0.8% |
| 7D | +1.8% | +8.4% | -6.7% | -0.4% |
| 30D | +3.3% | +13.5% | -10.2% | -0.2% |
| 3M | -9.8% | -13.8% | +3.9% | -4.2% |
| 6M | +5.2% | +4.7% | +0.5% | +2.1% |
| YTD | +16.1% | -21.4% | +37.5% | +31.2% |
| 1Y | +33.7% | -6.7% | +40.4% | +38.1% |
| All | +33.7% | -7.7% | +41.3% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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