+192.6%
COF vs CF
+494.2%
-301.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.2% |
| 7D | -6.2% | +4.8% | -10.9% | -7.8% |
| 30D | -1.7% | +9.7% | -11.4% | -5.1% |
| 3M | -10.2% | +1.2% | -11.5% | -11.5% |
| 6M | +4.2% | +7.4% | -3.2% | -0.8% |
| YTD | -18.2% | +60.5% | -78.8% | -36.1% |
| 1Y | -9.7% | +50.7% | -60.5% | -27.8% |
| 3Y | +95.0% | +64.8% | +30.2% | +44.0% |
| 5Y | +36.8% | +115.8% | -78.9% | -20.9% |
| 10Y | +192.6% | +481.0% | -288.4% | +3.4% |
| All | +192.6% | +494.2% | -301.6% | +3.4% |
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