+5,862.8%
COF vs ALL
+4,515.1%
+1,347.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.6% |
| 7D | +1.8% | 0.0% | +1.8% | +1.8% |
| 30D | -0.6% | -1.5% | +0.9% | +0.2% |
| 3M | +20.3% | +23.6% | -3.3% | +1.6% |
| 6M | +13.0% | +22.3% | -9.3% | -4.3% |
| YTD | -8.3% | +26.5% | -34.9% | -24.8% |
| 1Y | -1.5% | +27.0% | -28.5% | -19.9% |
| 3Y | +122.3% | +149.6% | -27.3% | +4.9% |
| 5Y | +52.5% | +118.1% | -65.6% | -22.9% |
| 10Y | +264.9% | +369.0% | -104.1% | +8.1% |
| All | +5,862.8% | +4,515.1% | +1,347.7% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling