+175.7%
COF vs COO
+41.1%
+134.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.4% |
| 7D | -3.4% | +0.5% | -3.8% | -3.6% |
| 30D | +0.4% | +14.2% | -13.8% | -6.5% |
| 3M | -12.5% | -18.2% | +5.7% | -4.2% |
| 6M | +8.3% | +5.3% | +3.0% | +3.0% |
| YTD | -18.6% | -23.6% | +5.0% | -8.0% |
| 1Y | -8.6% | -12.7% | +4.1% | -4.1% |
| 3Y | +94.7% | -24.2% | +118.9% | +107.9% |
| 5Y | +35.3% | -40.0% | +75.3% | +62.6% |
| All | +175.7% | +41.1% | +134.6% | +154.3% |
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