+237.6%
CFG vs COO
+41.2%
+196.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | 0.0% |
| 7D | -0.9% | +4.7% | -5.6% | -3.1% |
| 30D | +1.1% | +13.9% | -12.8% | -5.3% |
| 3M | -12.0% | -14.9% | +3.0% | -5.9% |
| 6M | -2.2% | +2.0% | -4.3% | -5.3% |
| YTD | +11.4% | -23.9% | +35.3% | +25.4% |
| 1Y | +27.8% | -9.6% | +37.5% | +31.3% |
| 3Y | +173.3% | -25.4% | +198.7% | +195.6% |
| 5Y | +62.4% | -41.2% | +103.6% | +96.5% |
| All | +237.6% | +41.2% | +196.3% | +236.5% |
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