+242.0%
COF vs BEN
+56.6%
+185.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | -3.1% | -2.0% | -3.1% |
| 30D | -6.0% | +0.2% | -6.2% | -6.3% |
| 3M | +14.8% | +6.8% | +8.0% | +9.4% |
| 6M | +15.3% | +38.1% | -22.8% | -8.4% |
| YTD | -13.0% | +44.3% | -57.4% | -32.9% |
| 1Y | -5.7% | +42.6% | -48.3% | -26.9% |
| 3Y | +118.1% | +52.3% | +65.8% | +55.8% |
| 5Y | +46.2% | +37.6% | +8.6% | +9.4% |
| All | +242.0% | +56.6% | +185.4% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 10y: compounded portfolio wealth divided by compounded BEN 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…
10y analysis · Full analysis span regression · 6 months rolling