+252.4%
COF vs CF
+589.1%
-336.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | +1.2% | -0.9% | +2.2% | +1.5% |
| 30D | -1.4% | +18.1% | -19.5% | -7.2% |
| 3M | +19.0% | +23.4% | -4.3% | +9.5% |
| 6M | +14.9% | +17.1% | -2.2% | +4.0% |
| YTD | -10.7% | +76.2% | -86.9% | -31.8% |
| 1Y | -1.3% | +62.3% | -63.5% | -22.4% |
| 3Y | +124.3% | +71.8% | +52.5% | +65.3% |
| 5Y | +51.1% | +234.6% | -183.4% | -28.5% |
| 10Y | +252.4% | +574.3% | -321.9% | +22.5% |
| All | +252.4% | +589.1% | -336.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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