+124.3%
COF vs CFG
+193.0%
-68.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -1.7% |
| 7D | +1.2% | +2.7% | -1.4% | -0.8% |
| 30D | -1.4% | -3.7% | +2.3% | +1.5% |
| 3M | +19.0% | +9.5% | +9.6% | +10.8% |
| 6M | +14.9% | +22.2% | -7.4% | -2.0% |
| YTD | -10.7% | +22.3% | -33.0% | -23.6% |
| 1Y | -1.3% | +39.4% | -40.7% | -23.6% |
| 3Y | +124.3% | +188.5% | -64.2% | +18.5% |
| All | +124.3% | +193.0% | -68.7% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling