+5,862.7%
COF vs B
+201.3%
+5,661.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +1.8% | -1.6% | +3.4% | +1.9% |
| 30D | -0.6% | +9.4% | -10.0% | -1.1% |
| 3M | +20.3% | +5.0% | +15.3% | +19.8% |
| 6M | +13.0% | -3.5% | +16.6% | +12.9% |
| YTD | -8.3% | +4.5% | -12.8% | -8.9% |
| 1Y | -1.5% | +67.8% | -69.2% | -4.5% |
| 3Y | +122.3% | +196.7% | -74.4% | +108.3% |
| 5Y | +52.5% | +151.9% | -99.4% | +43.2% |
| 10Y | +264.9% | +202.2% | +62.7% | +235.0% |
| All | +5,862.7% | +201.3% | +5,661.4% | +5,377.2% |
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