+366.0%
C vs COF
+5,197.0%
-4,831.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.5% |
| 7D | +4.2% | -3.4% | +7.5% | +6.2% |
| 30D | +2.0% | +0.4% | +1.6% | +1.7% |
| 3M | -10.1% | -12.5% | +2.4% | -2.9% |
| 6M | +1.0% | +8.3% | -7.3% | -4.3% |
| YTD | +8.5% | -18.6% | +27.0% | +21.1% |
| 1Y | +25.7% | -8.6% | +34.4% | +31.0% |
| 3Y | +216.0% | +94.7% | +121.3% | +106.8% |
| 5Y | +112.3% | +35.3% | +77.0% | +64.7% |
| 10Y | +217.8% | +185.1% | +32.7% | +55.8% |
| All | +366.0% | +5,197.0% | -4,831.0% | -37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling