+318.0%
COP vs CFG
+221.6%
+96.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -6.1% | +0.7% | -6.8% | -6.6% |
| 30D | +1.1% | +2.8% | -1.7% | -0.6% |
| 3M | +10.9% | -10.1% | +21.0% | +16.4% |
| 6M | +20.8% | +3.2% | +17.6% | +17.1% |
| YTD | +48.0% | +14.2% | +33.8% | +34.6% |
| 1Y | +58.5% | +27.4% | +31.1% | +35.9% |
| 3Y | +28.1% | +187.6% | -159.5% | -32.1% |
| 5Y | +120.5% | +65.7% | +54.8% | +48.9% |
| All | +318.0% | +221.6% | +96.3% | +76.8% |
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