+242.0%
COF vs CLX
-3.7%
+245.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -5.1% | -5.7% | +0.5% | -4.7% |
| 30D | -6.0% | -17.0% | +11.0% | -4.6% |
| 3M | +14.8% | -9.7% | +24.5% | +15.7% |
| 6M | +15.3% | -19.8% | +35.2% | +17.0% |
| YTD | -13.0% | -9.8% | -3.2% | -12.6% |
| 1Y | -5.7% | -26.2% | +20.5% | -4.0% |
| 3Y | +118.1% | -36.2% | +154.3% | +123.6% |
| 5Y | +46.2% | -38.3% | +84.6% | +48.4% |
| All | +242.0% | -3.7% | +245.7% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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