+5,156.8%
COF vs B
+154.8%
+5,002.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.6% |
| 7D | -5.0% | -6.2% | +1.2% | -4.7% |
| 30D | -2.3% | -6.6% | +4.4% | -2.0% |
| 3M | -12.7% | -7.9% | -4.8% | -12.4% |
| 6M | +6.2% | -16.8% | +23.0% | +7.0% |
| YTD | -19.2% | -11.7% | -7.5% | -19.0% |
| 1Y | -11.5% | +3.5% | -15.0% | -12.1% |
| 3Y | +92.8% | +165.7% | -72.9% | +81.7% |
| 5Y | +34.3% | +108.4% | -74.1% | +27.3% |
| 10Y | +183.0% | +212.7% | -29.7% | +159.7% |
| All | +5,156.8% | +154.8% | +5,002.0% | +4,767.7% |
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