+28.0%
CFG vs COO
-8.8%
+36.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.2% |
| 7D | +0.3% | +4.3% | -4.0% | -0.9% |
| 30D | +3.2% | +17.6% | -14.4% | -1.2% |
| 3M | -9.7% | -13.9% | +4.2% | -4.1% |
| 6M | +3.6% | +6.6% | -2.9% | -0.5% |
| YTD | +14.7% | -22.0% | +36.7% | +29.8% |
| All | +28.0% | -8.8% | +36.8% | +39.0% |
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