+39.5%
COF vs CB
+102.8%
-63.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -5.8% | -1.5% | -4.3% | -5.1% |
| 30D | -0.3% | +6.5% | -6.9% | -3.6% |
| 3M | -8.5% | +4.1% | -12.6% | -10.5% |
| 6M | +5.6% | +14.4% | -8.8% | -2.4% |
| YTD | -17.1% | +17.5% | -34.6% | -24.9% |
| 1Y | -7.4% | +27.5% | -35.0% | -20.2% |
| 3Y | +99.1% | +71.6% | +27.5% | +36.7% |
| 5Y | +39.5% | +100.6% | -61.1% | -17.7% |
| All | +39.5% | +102.8% | -63.3% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling