+5,862.8%
COF vs CP
+9,538.8%
-3,676.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.8% | -2.7% | +4.5% | +3.4% |
| 30D | -0.6% | +0.2% | -0.7% | -0.8% |
| 3M | +20.3% | +2.6% | +17.7% | +18.0% |
| 6M | +13.0% | +6.0% | +7.0% | +8.3% |
| YTD | -8.3% | +24.9% | -33.3% | -20.8% |
| 1Y | -1.5% | +20.1% | -21.6% | -12.9% |
| 3Y | +122.3% | +16.4% | +105.9% | +96.5% |
| 5Y | +52.5% | +31.7% | +20.8% | +23.7% |
| 10Y | +264.9% | +223.9% | +41.0% | +74.5% |
| All | +5,862.8% | +9,538.8% | -3,676.1% | +498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling