+100.5%
COF vs CSGP
-60.4%
+161.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | +0.1% |
| 7D | -1.5% | +1.3% | -2.7% | -1.8% |
| 30D | +3.0% | +10.7% | -7.6% | -0.6% |
| 3M | -7.9% | +3.3% | -11.2% | -9.9% |
| 6M | +5.2% | -10.3% | +15.5% | +6.4% |
| YTD | -15.7% | -54.6% | +38.8% | +4.5% |
| 1Y | -5.5% | -54.6% | +49.2% | +17.1% |
| 3Y | +100.5% | -60.3% | +160.9% | +156.4% |
| All | +100.5% | -60.4% | +161.0% | +156.4% |
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