+51.1%
COF vs CP
+34.0%
+17.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | +1.2% | +2.4% | -1.2% | -0.1% |
| 30D | -1.4% | -0.5% | -0.9% | -1.2% |
| 3M | +19.0% | +1.4% | +17.6% | +17.6% |
| 6M | +14.9% | +10.3% | +4.6% | +7.6% |
| YTD | -10.7% | +24.3% | -35.0% | -22.4% |
| 1Y | -1.3% | +20.4% | -21.7% | -12.7% |
| 3Y | +124.3% | +21.8% | +102.5% | +91.3% |
| 5Y | +51.1% | +31.5% | +19.6% | +19.6% |
| All | +51.1% | +34.0% | +17.1% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling