+52.4%
COP vs CFG
+39.0%
+13.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.5% |
| 7D | -0.8% | +2.7% | -3.5% | -0.8% |
| 30D | +15.6% | -3.7% | +19.3% | +15.5% |
| 3M | +14.3% | +9.5% | +4.9% | +13.7% |
| 6M | +17.0% | +22.2% | -5.3% | +14.4% |
| YTD | +47.4% | +22.3% | +25.1% | +42.4% |
| 1Y | +52.4% | +39.4% | +13.0% | +43.4% |
| All | +52.4% | +39.0% | +13.4% | +43.4% |
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