+269.3%
C vs COF
+124.4%
+144.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | +0.8% |
| 7D | +3.2% | +1.2% | +1.9% | +2.4% |
| 30D | +1.3% | -1.4% | +2.7% | +2.1% |
| 3M | +3.1% | +19.0% | -15.9% | -7.6% |
| 6M | +29.6% | +14.9% | +14.7% | +18.5% |
| YTD | +19.0% | -10.7% | +29.6% | +25.7% |
| 1Y | +45.6% | -1.3% | +46.9% | +44.5% |
| 3Y | +269.3% | +124.3% | +145.0% | +171.3% |
| All | +269.3% | +124.4% | +144.9% | +171.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling