+175.7%
COF vs CPB
-38.9%
+214.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.5% |
| 7D | -3.4% | -1.6% | -1.8% | -3.2% |
| 30D | +0.4% | +19.2% | -18.8% | -1.4% |
| 3M | -12.5% | -0.9% | -11.6% | -12.6% |
| 6M | +8.3% | +15.2% | -6.9% | +6.5% |
| YTD | -18.6% | -13.1% | -5.5% | -17.8% |
| 1Y | -8.6% | -22.4% | +13.8% | -6.7% |
| 3Y | +94.7% | -35.3% | +130.0% | +101.6% |
| 5Y | +35.3% | -33.0% | +68.3% | +38.7% |
| All | +175.7% | -38.9% | +214.6% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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