+237.0%
CFG vs COO
+40.7%
+196.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +1.7% |
| 7D | +0.3% | +4.3% | -4.0% | -1.8% |
| 30D | +3.2% | +17.6% | -14.4% | -4.8% |
| 3M | -9.7% | -13.9% | +4.2% | -4.0% |
| 6M | +3.6% | +6.6% | -2.9% | -1.8% |
| YTD | +14.7% | -22.0% | +36.7% | +27.6% |
| 1Y | +29.6% | -8.8% | +38.4% | +32.6% |
| 3Y | +190.6% | -21.5% | +212.0% | +205.7% |
| 5Y | +67.1% | -41.0% | +108.1% | +102.6% |
| 10Y | +237.0% | +40.9% | +196.1% | +227.4% |
| All | +237.0% | +40.7% | +196.3% | +227.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling