+1,500.5%
CIEN vs COF
+248.6%
+1,251.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.3% |
| 7D | +8.9% | -5.1% | +14.0% | +11.0% |
| 30D | -19.1% | -6.0% | -13.1% | -17.4% |
| 3M | -21.5% | +14.8% | -36.3% | -26.0% |
| 6M | +2.8% | +15.3% | -12.5% | -3.8% |
| YTD | +49.5% | -13.0% | +62.5% | +54.5% |
| 1Y | +163.8% | -5.7% | +169.5% | +163.6% |
| 3Y | +615.8% | +118.1% | +497.7% | +419.8% |
| 5Y | +548.4% | +46.2% | +502.1% | +425.9% |
| All | +1,500.5% | +248.6% | +1,251.8% | +720.1% |
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