+5,862.7%
COF vs COO
+7,148.5%
-1,285.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | +1.8% | -2.2% | +4.0% | +2.5% |
| 30D | -0.6% | -7.0% | +6.4% | +1.4% |
| 3M | +20.3% | +12.2% | +8.1% | +16.2% |
| 6M | +13.0% | -15.1% | +28.1% | +18.0% |
| YTD | -8.3% | -15.1% | +6.8% | -4.2% |
| 1Y | -1.5% | +2.3% | -3.8% | -2.6% |
| 3Y | +122.3% | -23.7% | +145.9% | +134.3% |
| 5Y | +52.5% | -38.9% | +91.4% | +69.9% |
| 10Y | +264.9% | +49.9% | +215.0% | +227.6% |
| All | +5,862.7% | +7,148.5% | -1,285.7% | +3,047.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling