+269.9%
COF vs CAPR
-99.1%
+369.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | +1.8% | -2.0% | +3.8% | +1.8% |
| 30D | -0.6% | +139.2% | -139.8% | -2.0% |
| 3M | +20.3% | -66.4% | +86.7% | +20.9% |
| 6M | +13.0% | -63.1% | +76.2% | +13.3% |
| YTD | -8.3% | -67.4% | +59.1% | -8.0% |
| 1Y | -1.5% | +58.2% | -59.7% | -6.2% |
| 3Y | +122.3% | +42.2% | +80.0% | +108.2% |
| 5Y | +52.5% | +87.3% | -34.8% | +41.3% |
| 10Y | +264.9% | -75.3% | +340.1% | +224.9% |
| All | +269.9% | -99.1% | +369.0% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling