+217.0%
CFG vs COO
+41.6%
+175.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | +0.7% | +4.5% | -3.8% | -1.5% |
| 30D | +2.8% | +16.9% | -14.1% | -4.9% |
| 3M | -10.1% | -16.7% | +6.6% | -2.7% |
| 6M | +3.2% | +5.9% | -2.8% | -1.9% |
| YTD | +14.2% | -22.4% | +36.6% | +27.4% |
| 1Y | +27.4% | -10.1% | +37.5% | +31.3% |
| 3Y | +187.6% | -22.8% | +210.4% | +205.4% |
| 5Y | +65.7% | -41.4% | +107.1% | +101.7% |
| All | +217.0% | +41.6% | +175.4% | +206.4% |
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