-5.1%
COF vs CSGP
-53.2%
+48.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.2% | -1.6% |
| 7D | +0.7% | +18.3% | -17.6% | -1.4% |
| 30D | +5.7% | +17.8% | -12.1% | +2.9% |
| 3M | -6.7% | +9.3% | -16.0% | -8.4% |
| 6M | +9.5% | -7.9% | +17.4% | +9.9% |
| YTD | -13.9% | -51.5% | +37.7% | -3.7% |
| 1Y | -5.1% | -53.3% | +48.3% | +8.2% |
| All | -5.1% | -53.2% | +48.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling