+173.6%
COF vs CAPR
-63.2%
+236.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.7% | +7.0% | -1.6% |
| 7D | -5.0% | +19.1% | -24.1% | -5.5% |
| 30D | -2.3% | +48.8% | -51.1% | -3.3% |
| 3M | -12.7% | +144.4% | -157.0% | -15.0% |
| 6M | +6.2% | -67.5% | +73.7% | +6.9% |
| YTD | -19.2% | -64.5% | +45.3% | -19.0% |
| 1Y | -11.5% | +74.4% | -85.9% | -19.3% |
| 3Y | +92.8% | +265.7% | -172.9% | +63.6% |
| 5Y | +34.3% | +196.0% | -161.6% | +12.6% |
| All | +173.6% | -63.2% | +236.8% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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