+250.3%
COF vs CLF
+116.4%
+133.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -2.7% | -2.7% | 0.0% | -1.9% |
| 30D | -3.4% | -3.2% | -0.2% | -2.7% |
| 3M | +15.4% | -5.0% | +20.4% | +15.3% |
| 6M | +14.4% | +26.6% | -12.2% | +4.2% |
| YTD | -12.0% | -9.0% | -3.0% | -13.6% |
| 1Y | -3.7% | +11.8% | -15.6% | -13.6% |
| 3Y | +121.1% | -15.1% | +136.2% | +98.2% |
| 5Y | +47.8% | -48.2% | +96.0% | +44.2% |
| 10Y | +250.3% | +127.6% | +122.7% | +78.4% |
| All | +250.3% | +116.4% | +133.9% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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