+404.6%
COF vs CG
+351.2%
+53.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.4% |
| 7D | +1.8% | -4.3% | +6.1% | +4.2% |
| 30D | -0.6% | -5.1% | +4.5% | +1.9% |
| 3M | +20.3% | +8.7% | +11.6% | +14.5% |
| 6M | +13.0% | -9.2% | +22.2% | +17.7% |
| YTD | -8.3% | -18.9% | +10.5% | +1.0% |
| 1Y | -1.5% | -25.6% | +24.2% | +13.0% |
| 3Y | +122.3% | +57.3% | +65.0% | +68.5% |
| 5Y | +52.5% | +10.2% | +42.3% | +31.9% |
| 10Y | +264.9% | +364.2% | -99.3% | +77.4% |
| All | +404.6% | +351.2% | +53.4% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling