+366.7%
C vs COF
+5,252.1%
-4,885.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.2% |
| 7D | -0.4% | -4.5% | +4.0% | +2.3% |
| 30D | -5.3% | -2.0% | -3.3% | -4.2% |
| 3M | -8.0% | -9.7% | +1.7% | -2.4% |
| 6M | -0.3% | +8.0% | -8.3% | -5.3% |
| YTD | +8.6% | -17.7% | +26.4% | +20.5% |
| 1Y | +25.8% | -9.3% | +35.1% | +31.7% |
| 3Y | +221.2% | +96.3% | +124.9% | +109.2% |
| 5Y | +113.6% | +37.0% | +76.6% | +64.5% |
| 10Y | +218.3% | +188.1% | +30.2% | +55.2% |
| All | +366.7% | +5,252.1% | -4,885.4% | -37.8% |
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