+47.8%
COF vs ALL
+115.1%
-67.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -2.7% | -2.2% | -0.4% | -1.7% |
| 30D | -3.4% | -5.6% | +2.2% | -1.0% |
| 3M | +15.4% | +17.2% | -1.8% | +6.6% |
| 6M | +14.4% | +23.2% | -8.8% | +2.8% |
| YTD | -12.0% | +23.6% | -35.6% | -21.4% |
| 1Y | -3.7% | +29.2% | -32.9% | -16.2% |
| 3Y | +121.1% | +153.8% | -32.8% | +28.4% |
| 5Y | +47.8% | +116.1% | -68.3% | -3.8% |
| All | +47.8% | +115.1% | -67.3% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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