+263.6%
COF vs CF
+5,948.3%
-5,684.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.7% |
| 7D | +1.8% | +6.0% | -4.2% | -0.3% |
| 30D | -0.6% | +14.8% | -15.4% | -5.6% |
| 3M | +20.3% | +14.1% | +6.2% | +13.7% |
| 6M | +13.0% | +28.5% | -15.5% | -1.0% |
| YTD | -8.3% | +74.9% | -83.3% | -28.7% |
| 1Y | -1.5% | +61.7% | -63.2% | -21.4% |
| 3Y | +122.3% | +80.3% | +41.9% | +64.5% |
| 5Y | +52.5% | +226.0% | -173.5% | -16.4% |
| 10Y | +264.9% | +569.9% | -305.0% | +46.1% |
| All | +263.6% | +5,948.3% | -5,684.7% | -33.6% |
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