+64.1%
COP vs CFG
+27.1%
+37.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.5% |
| 7D | -11.5% | -0.9% | -10.6% | -11.6% |
| 30D | +5.0% | +1.1% | +3.9% | +5.0% |
| 3M | +17.5% | -12.0% | +29.5% | +16.8% |
| 6M | +16.2% | -2.2% | +18.5% | +16.2% |
| YTD | +48.8% | +11.4% | +37.4% | +43.9% |
| 1Y | +64.1% | +27.8% | +36.3% | +54.0% |
| All | +64.1% | +27.1% | +37.0% | +54.0% |
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 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