+60.7%
COP vs CFG
+34.2%
+26.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.5% | -5.0% |
| 7D | -8.1% | +1.8% | -9.9% | -8.0% |
| 30D | +6.7% | +3.3% | +3.4% | +6.9% |
| 3M | +16.9% | -9.8% | +26.7% | +16.4% |
| 6M | +11.2% | +5.2% | +6.0% | +11.3% |
| YTD | +49.5% | +16.1% | +33.4% | +44.6% |
| 1Y | +60.7% | +33.7% | +27.0% | +49.2% |
| All | +60.7% | +34.2% | +26.5% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling