+520.6%
CIEN vs COF
+44.1%
+476.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +5.4% | -6.1% | +11.5% | +8.1% |
| 30D | -13.7% | -5.2% | -8.5% | -11.9% |
| 3M | -23.0% | +17.0% | -40.0% | -28.7% |
| 6M | -0.8% | +12.9% | -13.7% | -7.3% |
| YTD | +43.1% | -13.5% | +56.6% | +49.3% |
| 1Y | +157.6% | -5.9% | +163.5% | +157.4% |
| 3Y | +593.8% | +117.1% | +476.7% | +380.5% |
| 5Y | +520.6% | +45.4% | +475.2% | +360.2% |
| All | +520.6% | +44.1% | +476.4% | +360.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling