+36.8%
COF vs COO
-38.7%
+75.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +1.1% |
| 7D | -4.5% | -2.3% | -2.1% | -3.6% |
| 30D | -2.0% | +13.3% | -15.3% | -7.3% |
| 3M | -9.7% | -18.1% | +8.3% | -2.3% |
| 6M | +8.0% | +6.7% | +1.3% | +3.1% |
| YTD | -17.7% | -23.2% | +5.5% | -8.5% |
| 1Y | -9.3% | -12.3% | +3.0% | -5.3% |
| 3Y | +96.3% | -23.6% | +119.9% | +105.2% |
| All | +36.8% | -38.7% | +75.5% | +55.6% |
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