+240.0%
COF vs COO
+17.5%
+222.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -14.7% | +12.9% | +5.7% |
| 7D | -6.1% | -23.3% | +17.2% | +6.8% |
| 30D | -5.2% | -29.5% | +24.3% | +12.6% |
| 3M | +17.0% | -20.0% | +37.0% | +29.7% |
| 6M | +12.9% | -27.2% | +40.1% | +31.1% |
| YTD | -13.5% | -33.9% | +20.4% | +5.7% |
| 1Y | -5.9% | -19.9% | +14.1% | +3.2% |
| 3Y | +117.1% | -38.1% | +155.2% | +159.5% |
| 5Y | +45.4% | -52.0% | +97.4% | +97.4% |
| All | +240.0% | +17.5% | +222.5% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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