+5,217.6%
COF vs B
+167.3%
+5,050.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.7% | -1.1% |
| 7D | -6.2% | +7.1% | -13.3% | -6.5% |
| 30D | -1.7% | -3.3% | +1.6% | -1.6% |
| 3M | -10.2% | -2.5% | -7.7% | -10.2% |
| 6M | +4.2% | -7.2% | +11.4% | +4.3% |
| YTD | -18.2% | -7.4% | -10.9% | -18.3% |
| 1Y | -9.7% | +16.4% | -26.2% | -10.9% |
| 3Y | +95.0% | +178.7% | -83.7% | +83.4% |
| 5Y | +36.8% | +121.7% | -84.8% | +29.3% |
| 10Y | +192.6% | +208.6% | -16.0% | +168.6% |
| All | +5,217.6% | +167.3% | +5,050.3% | +4,811.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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