+25.7%
COP vs CFG
+168.6%
-143.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -11.5% | -0.9% | -10.6% | -11.4% |
| 30D | +5.0% | +1.1% | +3.9% | +4.5% |
| 3M | +17.5% | -12.0% | +29.5% | +21.4% |
| 6M | +16.2% | -2.2% | +18.5% | +16.0% |
| YTD | +48.8% | +11.4% | +37.4% | +40.8% |
| 1Y | +64.1% | +27.8% | +36.3% | +47.6% |
| 3Y | +25.7% | +173.3% | -147.6% | -4.8% |
| All | +25.7% | +168.6% | -143.0% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling