+250.3%
COF vs CL
+54.1%
+196.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -2.7% | -2.3% | -0.4% | -1.9% |
| 30D | -3.4% | -5.5% | +2.1% | -1.6% |
| 3M | +15.4% | +0.8% | +14.6% | +14.9% |
| 6M | +14.4% | -4.2% | +18.6% | +15.7% |
| YTD | -12.0% | +13.4% | -25.4% | -16.4% |
| 1Y | -3.7% | +7.1% | -10.8% | -6.9% |
| 3Y | +121.1% | +29.0% | +92.0% | +89.1% |
| 5Y | +47.8% | +28.3% | +19.5% | +24.9% |
| 10Y | +250.3% | +57.3% | +193.0% | +168.2% |
| All | +250.3% | +54.1% | +196.2% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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