+132.2%
COP vs CFG
+61.7%
+70.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +4.4% | +3.2% | +1.2% | +3.4% |
| 30D | 0.0% | +5.1% | -5.2% | -1.7% |
| 3M | +15.0% | -11.2% | +26.3% | +18.9% |
| 6M | +22.0% | +9.6% | +12.4% | +17.6% |
| YTD | +55.3% | +15.0% | +40.4% | +46.1% |
| 1Y | +64.1% | +29.9% | +34.3% | +48.0% |
| 3Y | +34.1% | +192.1% | -158.0% | -8.5% |
| All | +132.2% | +61.7% | +70.5% | +79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling