+252.4%
COF vs CSGP
+41.1%
+211.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -1.8% |
| 7D | +1.2% | -5.1% | +6.4% | +3.4% |
| 30D | -1.4% | +0.3% | -1.7% | -2.0% |
| 3M | +19.0% | -9.1% | +28.2% | +22.0% |
| 6M | +14.9% | -37.3% | +52.2% | +36.8% |
| YTD | -10.7% | -54.9% | +44.2% | +20.7% |
| 1Y | -1.3% | -65.5% | +64.3% | +49.7% |
| 3Y | +124.3% | -63.3% | +187.6% | +220.3% |
| 5Y | +51.1% | -65.8% | +116.9% | +116.7% |
| 10Y | +252.4% | +40.1% | +212.2% | +203.8% |
| All | +252.4% | +41.1% | +211.2% | +203.8% |
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