+348.2%
COF vs CG
+282.0%
+66.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.2% |
| 7D | -3.4% | +0.2% | -3.5% | -3.7% |
| 30D | +0.4% | +11.2% | -10.8% | -5.7% |
| 3M | -12.5% | -22.1% | +9.6% | -1.3% |
| 6M | +8.3% | -17.9% | +26.2% | +18.3% |
| YTD | -18.6% | -31.3% | +12.7% | -2.9% |
| 1Y | -8.6% | -24.0% | +15.3% | +3.2% |
| 3Y | +94.7% | +45.0% | +49.7% | +53.2% |
| 5Y | +35.3% | -22.6% | +58.0% | +39.5% |
| 10Y | +185.1% | +282.1% | -97.0% | +51.3% |
| All | +348.2% | +282.0% | +66.2% | +131.8% |
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