+242.0%
COF vs CAG
-36.2%
+278.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -5.1% | -5.7% | +0.5% | -4.1% |
| 30D | -6.0% | -2.4% | -3.6% | -5.7% |
| 3M | +14.8% | +9.8% | +5.0% | +12.6% |
| 6M | +15.3% | -10.8% | +26.2% | +17.4% |
| YTD | -13.0% | -10.8% | -2.2% | -11.9% |
| 1Y | -5.7% | -19.0% | +13.2% | -2.8% |
| 3Y | +118.1% | -39.7% | +157.8% | +135.8% |
| 5Y | +46.2% | -43.0% | +89.2% | +59.5% |
| All | +242.0% | -36.2% | +278.2% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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