+234.2%
COF vs CF
+5,315.1%
-5,080.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -1.5% | -3.2% | +1.7% | -0.6% |
| 30D | +3.0% | +4.3% | -1.3% | +1.2% |
| 3M | -7.9% | +2.8% | -10.7% | -9.7% |
| 6M | +5.2% | +0.6% | +4.6% | +2.6% |
| YTD | -15.7% | +56.6% | -72.4% | -32.3% |
| 1Y | -5.5% | +49.6% | -55.1% | -22.9% |
| 3Y | +100.5% | +61.5% | +39.0% | +53.7% |
| 5Y | +42.3% | +124.0% | -81.6% | -10.4% |
| 10Y | +228.7% | +573.2% | -344.4% | +31.3% |
| All | +234.2% | +5,315.1% | -5,080.9% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling