+151.2%
COP vs CFG
+396.4%
-245.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +3.0% | +1.5% | +1.5% | +2.2% |
| 30D | +17.5% | -3.8% | +21.3% | +19.6% |
| 3M | +13.4% | +11.5% | +1.9% | +6.4% |
| 6M | +17.7% | +19.2% | -1.5% | +5.8% |
| YTD | +46.6% | +23.7% | +22.9% | +28.4% |
| 1Y | +44.6% | +38.8% | +5.8% | +18.6% |
| 3Y | +20.7% | +178.9% | -158.2% | -35.1% |
| 5Y | +185.0% | +101.8% | +83.3% | +72.1% |
| 10Y | +347.0% | +317.3% | +29.7% | +57.2% |
| All | +151.2% | +396.4% | -245.1% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling