+188.1%
COF vs CB
+248.4%
-60.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | -4.5% | -1.0% | -3.4% | -3.7% |
| 30D | -2.0% | +7.3% | -9.3% | -7.5% |
| 3M | -9.7% | +7.0% | -16.8% | -14.8% |
| 6M | +8.0% | +16.3% | -8.3% | -5.7% |
| YTD | -17.7% | +19.7% | -37.5% | -30.3% |
| 1Y | -9.3% | +27.8% | -37.1% | -27.4% |
| 3Y | +96.3% | +72.0% | +24.3% | +16.9% |
| 5Y | +37.0% | +104.9% | -67.9% | -31.9% |
| 10Y | +188.1% | +246.7% | -58.6% | -10.5% |
| All | +188.1% | +248.4% | -60.3% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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