+43.1%
COF vs CG
-2.7%
+45.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.5% |
| 7D | -5.1% | -9.9% | +4.7% | +0.4% |
| 30D | -6.0% | -11.7% | +5.6% | +0.3% |
| 3M | +14.8% | -4.3% | +19.1% | +16.8% |
| 6M | +15.3% | -8.8% | +24.1% | +19.9% |
| YTD | -13.0% | -26.9% | +13.8% | +2.0% |
| 1Y | -5.7% | -35.4% | +29.7% | +18.0% |
| 3Y | +118.1% | +43.0% | +75.1% | +70.8% |
| All | +43.1% | -2.7% | +45.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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