+320.3%
CFG vs COO
+62.7%
+257.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.5% |
| 7D | -2.2% | +5.3% | -7.4% | -4.5% |
| 30D | +0.4% | +12.5% | -12.2% | -5.2% |
| 3M | -12.6% | -15.1% | +2.6% | -6.7% |
| 6M | +0.6% | +3.7% | -3.1% | -3.1% |
| YTD | +12.4% | -22.5% | +35.0% | +24.9% |
| 1Y | +27.7% | -7.8% | +35.5% | +29.9% |
| 3Y | +172.4% | -24.1% | +196.5% | +192.1% |
| 5Y | +64.0% | -40.1% | +104.0% | +94.5% |
| 10Y | +252.8% | +44.7% | +208.1% | +196.0% |
| All | +320.3% | +62.7% | +257.6% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling