+35.7%
COF vs CSGP
-62.5%
+98.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.1% |
| 7D | -3.4% | +1.3% | -4.7% | -3.8% |
| 30D | +0.4% | +2.8% | -2.4% | -1.5% |
| 3M | -12.5% | -6.3% | -6.2% | -12.0% |
| 6M | +8.3% | -3.2% | +11.5% | +6.7% |
| YTD | -18.6% | -54.0% | +35.4% | +3.0% |
| 1Y | -8.6% | -54.8% | +46.2% | +16.2% |
| 3Y | +94.7% | -60.6% | +155.2% | +153.8% |
| All | +35.7% | -62.5% | +98.2% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling