+188.1%
COF vs CSGP
+65.4%
+122.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.5% | -7.1% | +2.6% | -1.8% |
| 30D | -2.0% | +3.6% | -5.6% | -4.8% |
| 3M | -9.7% | -2.7% | -7.0% | -10.7% |
| 6M | +8.0% | -8.0% | +16.1% | +8.0% |
| YTD | -17.7% | -55.0% | +37.3% | +9.5% |
| 1Y | -9.3% | -55.8% | +46.4% | +21.4% |
| 3Y | +96.3% | -62.0% | +158.3% | +172.4% |
| 5Y | +37.0% | -62.9% | +99.9% | +85.9% |
| 10Y | +188.1% | +62.6% | +125.5% | +146.8% |
| All | +188.1% | +65.4% | +122.7% | +146.8% |
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