+163.5%
CIEN vs COF
+2,128.0%
-1,964.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.6% | +8.9% | +7.4% |
| 7D | -5.3% | +1.2% | -6.5% | -6.0% |
| 30D | -17.2% | -1.4% | -15.8% | -16.9% |
| 3M | -26.9% | +19.0% | -45.9% | -32.6% |
| 6M | +16.0% | +14.9% | +1.1% | +7.9% |
| YTD | +45.9% | -10.7% | +56.6% | +49.3% |
| 1Y | +186.8% | -1.3% | +188.1% | +180.7% |
| 3Y | +607.8% | +124.3% | +483.5% | +384.6% |
| 5Y | +506.7% | +51.1% | +455.6% | +373.1% |
| 10Y | +1,438.7% | +252.4% | +1,186.4% | +641.7% |
| All | +163.5% | +2,128.0% | -1,964.5% | -61.7% |
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