+155.0%
COP vs CFG
+347.0%
-192.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | -11.5% | -0.9% | -10.6% | -11.3% |
| 30D | +5.0% | +1.1% | +3.9% | +4.1% |
| 3M | +17.5% | -12.0% | +29.5% | +24.7% |
| 6M | +16.2% | -2.2% | +18.5% | +15.9% |
| YTD | +48.8% | +11.4% | +37.4% | +37.0% |
| 1Y | +64.1% | +27.8% | +36.3% | +40.4% |
| 3Y | +25.7% | +173.3% | -147.6% | -31.6% |
| 5Y | +114.4% | +62.4% | +51.9% | +45.9% |
| 10Y | +331.7% | +249.6% | +82.1% | +66.3% |
| All | +155.0% | +347.0% | -192.0% | -14.1% |
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