+298.3%
COP vs CFG
+248.3%
+50.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.3% | -2.8% |
| 7D | -8.4% | +0.3% | -8.7% | -8.7% |
| 30D | +0.3% | +3.2% | -2.9% | -1.6% |
| 3M | +15.1% | -9.7% | +24.8% | +20.5% |
| 6M | +19.8% | +3.6% | +16.1% | +15.9% |
| YTD | +46.8% | +14.7% | +32.1% | +33.2% |
| 1Y | +59.7% | +29.6% | +30.2% | +35.9% |
| 3Y | +28.7% | +190.6% | -161.9% | -32.0% |
| 5Y | +110.7% | +67.1% | +43.6% | +41.9% |
| 10Y | +298.3% | +237.0% | +61.3% | +74.0% |
| All | +298.3% | +248.3% | +50.0% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling