+47.8%
COF vs COO
-44.2%
+92.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.2% | +4.8% | +1.4% |
| 7D | -2.7% | -9.0% | +6.3% | +1.5% |
| 30D | -3.4% | -16.8% | +13.5% | +4.9% |
| 3M | +15.4% | -7.5% | +22.9% | +19.2% |
| 6M | +14.4% | -16.3% | +30.7% | +23.4% |
| YTD | -12.0% | -22.5% | +10.6% | -1.6% |
| 1Y | -3.7% | -7.0% | +3.2% | -1.6% |
| 3Y | +121.1% | -27.5% | +148.5% | +141.3% |
| 5Y | +47.8% | -43.3% | +91.1% | +74.6% |
| All | +47.8% | -44.2% | +92.0% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling