+47.8%
COF vs CAPR
+76.3%
-28.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.4% |
| 7D | -2.7% | -12.6% | +10.0% | -2.5% |
| 30D | -3.4% | +124.4% | -127.8% | -4.7% |
| 3M | +15.4% | -66.8% | +82.2% | +16.0% |
| 6M | +14.4% | -71.8% | +86.2% | +15.2% |
| YTD | -12.0% | -70.1% | +58.1% | -11.5% |
| 1Y | -3.7% | +33.3% | -37.1% | -8.7% |
| 3Y | +121.1% | +36.7% | +84.3% | +93.4% |
| 5Y | +47.8% | +72.5% | -24.6% | +15.3% |
| All | +47.8% | +76.3% | -28.5% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling