+45.4%
COF vs CAG
-42.8%
+88.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +0.9% | -1.3% |
| 7D | -6.1% | -5.9% | -0.2% | -5.1% |
| 30D | -5.2% | -1.5% | -3.6% | -5.0% |
| 3M | +17.0% | +11.5% | +5.6% | +14.5% |
| 6M | +12.9% | -15.7% | +28.6% | +16.2% |
| YTD | -13.5% | -10.2% | -3.3% | -12.6% |
| 1Y | -5.9% | -18.1% | +12.2% | -3.1% |
| 3Y | +117.1% | -39.4% | +156.5% | +135.9% |
| 5Y | +45.4% | -42.6% | +88.0% | +55.3% |
| All | +45.4% | -42.8% | +88.2% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling