+230.3%
COF vs CFG
+396.4%
-166.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.8% | +1.5% | +0.3% | +0.7% |
| 30D | -0.6% | -3.8% | +3.3% | +2.4% |
| 3M | +20.3% | +11.5% | +8.8% | +10.5% |
| 6M | +13.0% | +19.2% | -6.2% | -1.5% |
| YTD | -8.3% | +23.7% | -32.0% | -22.2% |
| 1Y | -1.5% | +38.8% | -40.3% | -23.5% |
| 3Y | +122.3% | +178.9% | -56.6% | 0.0% |
| 5Y | +52.5% | +101.8% | -49.3% | -13.9% |
| 10Y | +264.9% | +317.3% | -52.4% | +11.6% |
| All | +230.3% | +396.4% | -166.1% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling