+175.7%
COF vs CB
+250.2%
-74.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.1% |
| 7D | -3.4% | +2.9% | -6.3% | -5.6% |
| 30D | +0.4% | +7.3% | -6.9% | -5.2% |
| 3M | -12.5% | +9.4% | -21.9% | -18.8% |
| 6M | +8.3% | +19.6% | -11.3% | -7.5% |
| YTD | -18.6% | +21.5% | -40.0% | -31.8% |
| 1Y | -8.6% | +28.0% | -36.6% | -26.9% |
| 3Y | +94.7% | +74.9% | +19.8% | +14.4% |
| 5Y | +35.3% | +108.1% | -72.8% | -33.6% |
| All | +175.7% | +250.2% | -74.5% | -15.7% |
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