+51.1%
COF vs CLF
-48.3%
+99.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | +1.2% | +6.5% | -5.3% | -0.2% |
| 30D | -1.4% | +0.2% | -1.6% | -1.6% |
| 3M | +19.0% | -3.1% | +22.1% | +18.6% |
| 6M | +14.9% | +25.0% | -10.1% | +6.6% |
| YTD | -10.7% | -7.5% | -3.2% | -12.2% |
| 1Y | -1.3% | +11.5% | -12.8% | -10.0% |
| 3Y | +124.3% | -13.7% | +138.0% | +102.4% |
| 5Y | +51.1% | -47.0% | +98.1% | +45.5% |
| All | +51.1% | -48.3% | +99.4% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling