+51.1%
COF vs CB
+98.8%
-47.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.1% | -1.8% |
| 7D | +1.2% | -0.6% | +1.9% | +1.6% |
| 30D | -1.4% | -3.9% | +2.5% | +0.5% |
| 3M | +19.0% | +4.9% | +14.1% | +15.3% |
| 6M | +14.9% | +3.3% | +11.6% | +12.0% |
| YTD | -10.7% | +8.5% | -19.2% | -15.6% |
| 1Y | -1.3% | +22.1% | -23.3% | -13.1% |
| 3Y | +124.3% | +70.1% | +54.2% | +53.0% |
| 5Y | +51.1% | +97.4% | -46.3% | -7.8% |
| All | +51.1% | +98.8% | -47.7% | -7.8% |
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