+5,292.0%
COF vs CB
+8,415.2%
-3,123.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | -5.8% | -1.5% | -4.3% | -4.9% |
| 30D | -0.3% | +6.5% | -6.9% | -4.4% |
| 3M | -8.5% | +4.1% | -12.6% | -11.0% |
| 6M | +5.6% | +14.4% | -8.8% | -4.1% |
| YTD | -17.1% | +17.5% | -34.6% | -26.4% |
| 1Y | -7.4% | +27.5% | -35.0% | -22.1% |
| 3Y | +99.1% | +71.6% | +27.5% | +35.5% |
| 5Y | +39.5% | +100.6% | -61.1% | -14.5% |
| 10Y | +208.1% | +243.0% | -34.9% | +38.4% |
| All | +5,292.0% | +8,415.2% | -3,123.2% | +593.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling