+173.6%
COF vs CFG
+214.3%
-40.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | -5.0% | +1.6% | -6.6% | -6.3% |
| 30D | -2.3% | +3.3% | -5.5% | -4.8% |
| 3M | -12.7% | -11.5% | -1.1% | -4.3% |
| 6M | +6.2% | +6.2% | 0.0% | +0.8% |
| YTD | -19.2% | +14.3% | -33.4% | -27.5% |
| 1Y | -11.5% | +26.7% | -38.2% | -26.7% |
| 3Y | +92.8% | +187.8% | -95.0% | -15.8% |
| 5Y | +34.3% | +61.3% | -27.0% | -10.8% |
| All | +173.6% | +214.3% | -40.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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