+51.1%
COF vs CL
+30.0%
+21.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +1.2% | -1.4% | +2.6% | +1.4% |
| 30D | -1.4% | -5.2% | +3.8% | -0.9% |
| 3M | +19.0% | +3.3% | +15.7% | +18.6% |
| 6M | +14.9% | -4.4% | +19.2% | +15.0% |
| YTD | -10.7% | +13.9% | -24.6% | -12.0% |
| 1Y | -1.3% | +7.6% | -8.9% | -2.3% |
| 3Y | +124.3% | +29.6% | +94.7% | +100.9% |
| 5Y | +51.1% | +28.1% | +23.1% | +31.5% |
| All | +51.1% | +30.0% | +21.1% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling