+208.1%
COF vs CSGP
+72.5%
+135.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -2.5% |
| 7D | -5.8% | -1.8% | -4.0% | -5.2% |
| 30D | -0.3% | +5.3% | -5.6% | -3.7% |
| 3M | -8.5% | +3.3% | -11.8% | -11.6% |
| 6M | +5.6% | -4.7% | +10.3% | +4.2% |
| YTD | -17.1% | -53.5% | +36.4% | +9.0% |
| 1Y | -7.4% | -53.7% | +46.3% | +21.7% |
| 3Y | +99.1% | -59.7% | +158.8% | +169.5% |
| 5Y | +39.5% | -62.5% | +102.0% | +88.9% |
| 10Y | +208.1% | +67.3% | +140.8% | +165.8% |
| All | +208.1% | +72.5% | +135.6% | +165.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling