+250.3%
COF vs CB
+219.8%
+30.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.7% |
| 7D | -2.7% | -0.5% | -2.1% | -2.3% |
| 30D | -3.4% | -3.1% | -0.3% | -1.1% |
| 3M | +15.4% | +4.2% | +11.2% | +10.5% |
| 6M | +14.4% | +4.7% | +9.7% | +8.7% |
| YTD | -12.0% | +8.8% | -20.8% | -19.4% |
| 1Y | -3.7% | +22.6% | -26.4% | -20.6% |
| 3Y | +121.1% | +70.6% | +50.4% | +31.1% |
| 5Y | +47.8% | +99.4% | -51.6% | -25.6% |
| 10Y | +250.3% | +223.5% | +26.9% | +19.6% |
| All | +250.3% | +219.8% | +30.5% | +19.6% |
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