+291.5%
C vs COF
+246.6%
+44.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.7% |
| 7D | +0.3% | -6.1% | +6.3% | +4.6% |
| 30D | +2.0% | -5.2% | +7.2% | +5.6% |
| 3M | +4.4% | +17.0% | -12.6% | -6.9% |
| 6M | +28.3% | +12.9% | +15.4% | +17.1% |
| YTD | +20.5% | -13.5% | +34.0% | +31.1% |
| 1Y | +45.5% | -5.9% | +51.4% | +48.7% |
| 3Y | +274.0% | +117.1% | +156.9% | +106.7% |
| 5Y | +136.1% | +45.4% | +90.7% | +64.1% |
| All | +291.5% | +246.6% | +44.9% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling