+242.0%
COF vs CAPR
-78.4%
+320.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.6% |
| 7D | -5.1% | -11.0% | +5.8% | -4.9% |
| 30D | -6.0% | +99.8% | -105.8% | -7.9% |
| 3M | +14.8% | -66.6% | +81.4% | +15.8% |
| 6M | +15.3% | -75.1% | +90.4% | +17.0% |
| YTD | -13.0% | -71.0% | +57.9% | -12.2% |
| 1Y | -5.7% | +30.0% | -35.7% | -13.3% |
| 3Y | +118.1% | +29.0% | +89.2% | +91.6% |
| 5Y | +46.2% | +70.8% | -24.6% | +24.7% |
| All | +242.0% | -78.4% | +320.4% | +169.7% |
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