+41.7%
COF vs CF
+120.6%
-78.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -1.5% | -3.2% | +1.7% | -1.2% |
| 30D | +3.0% | +4.3% | -1.3% | +2.5% |
| 3M | -7.9% | +2.8% | -10.7% | -8.4% |
| 6M | +5.2% | +0.6% | +4.6% | +4.5% |
| YTD | -15.7% | +56.6% | -72.4% | -24.3% |
| 1Y | -5.5% | +49.6% | -55.1% | -14.3% |
| 3Y | +100.5% | +61.5% | +39.0% | +75.4% |
| All | +41.7% | +120.6% | -78.8% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling