+242.0%
COF vs CP
+232.0%
+10.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.3% |
| 7D | -5.1% | -2.6% | -2.6% | -3.4% |
| 30D | -6.0% | -3.7% | -2.3% | -3.6% |
| 3M | +14.8% | +0.1% | +14.7% | +14.1% |
| 6M | +15.3% | +7.8% | +7.5% | +8.3% |
| YTD | -13.0% | +21.7% | -34.8% | -25.5% |
| 1Y | -5.7% | +18.6% | -24.3% | -17.8% |
| 3Y | +118.1% | +17.5% | +100.6% | +85.6% |
| 5Y | +46.2% | +35.4% | +10.9% | +9.0% |
| All | +242.0% | +232.0% | +10.0% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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