+37.0%
COF vs CFG
+66.4%
-29.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.4% |
| 3M | -9.7% | -9.7% | 0.0% | -2.7% |
| 6M | +8.0% | +6.7% | +1.3% | +2.3% |
| YTD | -17.7% | +15.2% | -32.9% | -26.4% |
| 1Y | -9.3% | +28.8% | -38.1% | -25.5% |
| 3Y | +96.3% | +190.1% | -93.8% | -10.3% |
| 5Y | +37.0% | +63.4% | -26.4% | -4.0% |
| All | +37.0% | +66.4% | -29.5% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling