+250.3%
COF vs ACWI
+226.5%
+23.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.6% |
| 7D | -2.7% | 0.0% | -2.6% | -2.6% |
| 30D | -3.4% | -0.6% | -2.8% | -2.5% |
| 3M | +15.4% | +4.3% | +11.1% | +8.4% |
| 6M | +14.4% | +12.7% | +1.7% | -4.7% |
| YTD | -12.0% | +13.9% | -25.9% | -27.7% |
| 1Y | -3.7% | +20.5% | -24.3% | -27.4% |
| 3Y | +121.1% | +76.5% | +44.5% | -4.7% |
| 5Y | +47.8% | +67.5% | -19.7% | -29.7% |
| 10Y | +250.3% | +231.8% | +18.5% | -30.0% |
| All | +250.3% | +226.5% | +23.8% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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