+193.4%
COF vs CFG
+361.3%
-167.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.3% |
| 7D | -3.4% | +3.2% | -6.6% | -5.7% |
| 30D | +0.4% | +5.1% | -4.8% | -3.5% |
| 3M | -12.5% | -11.2% | -1.3% | -4.5% |
| 6M | +8.3% | +9.6% | -1.3% | +0.5% |
| YTD | -18.6% | +15.0% | -33.5% | -27.1% |
| 1Y | -8.6% | +29.9% | -38.5% | -25.5% |
| 3Y | +94.7% | +192.1% | -97.4% | -14.8% |
| 5Y | +35.3% | +62.3% | -26.9% | -10.0% |
| 10Y | +185.1% | +219.2% | -34.0% | +4.8% |
| All | +193.4% | +361.3% | -167.9% | -11.8% |
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