+242.0%
COF vs A
+256.4%
-14.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.8% |
| 7D | -5.1% | -2.6% | -2.5% | -3.8% |
| 30D | -6.0% | -0.9% | -5.1% | -5.8% |
| 3M | +14.8% | +13.6% | +1.2% | +6.8% |
| 6M | +15.3% | +27.8% | -12.5% | -0.8% |
| YTD | -13.0% | +8.6% | -21.7% | -18.4% |
| 1Y | -5.7% | +16.9% | -22.6% | -15.7% |
| 3Y | +118.1% | +32.9% | +85.2% | +73.8% |
| 5Y | +46.2% | -14.1% | +60.3% | +48.3% |
| All | +242.0% | +256.4% | -14.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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