+94.7%
COF vs CSGP
-60.9%
+155.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.1% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | +0.4% | +2.8% | -2.4% | -1.2% |
| 3M | -12.5% | -6.3% | -6.2% | -12.0% |
| 6M | +8.3% | -3.2% | +11.5% | +7.1% |
| YTD | -18.6% | -54.0% | +35.4% | +0.8% |
| 1Y | -8.6% | -54.8% | +46.2% | +13.7% |
| 3Y | +94.7% | -60.6% | +155.2% | +150.4% |
| All | +94.7% | -60.9% | +155.6% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling