+5,156.8%
COF vs CP
+9,876.2%
-4,719.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.3% |
| 7D | -5.0% | +0.9% | -5.9% | -5.6% |
| 30D | -2.3% | +10.3% | -12.6% | -8.1% |
| 3M | -12.7% | +2.3% | -14.9% | -14.2% |
| 6M | +6.2% | +10.7% | -4.5% | -0.9% |
| YTD | -19.2% | +29.3% | -48.5% | -31.8% |
| 1Y | -11.5% | +31.5% | -42.9% | -26.1% |
| 3Y | +92.8% | +36.7% | +56.1% | +54.3% |
| 5Y | +34.3% | +26.8% | +7.5% | +11.4% |
| 10Y | +183.0% | +260.1% | -77.1% | +27.2% |
| All | +5,156.8% | +9,876.2% | -4,719.4% | +415.1% |
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