+96.7%
COF vs CFG
+192.0%
-95.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | 0.0% |
| 7D | -4.5% | -0.8% | -3.7% | -4.0% |
| 30D | -2.0% | +3.1% | -5.1% | -4.6% |
| 3M | -9.7% | -9.7% | 0.0% | -2.3% |
| 6M | +8.0% | +6.7% | +1.3% | +1.8% |
| YTD | -17.7% | +15.2% | -32.9% | -27.0% |
| 1Y | -9.3% | +28.8% | -38.1% | -26.6% |
| All | +96.7% | +192.0% | -95.3% | +0.7% |
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