+242.0%
COF vs CPB
-45.3%
+287.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.1% | -1.8% | -3.4% | -5.0% |
| 30D | -6.0% | -7.1% | +1.1% | -5.4% |
| 3M | +14.8% | -6.0% | +20.9% | +15.3% |
| 6M | +15.3% | -5.3% | +20.6% | +15.7% |
| YTD | -13.0% | -20.8% | +7.8% | -11.4% |
| 1Y | -5.7% | -33.8% | +28.1% | -2.1% |
| 3Y | +118.1% | -43.7% | +161.9% | +129.1% |
| 5Y | +46.2% | -40.7% | +86.9% | +51.8% |
| All | +242.0% | -45.3% | +287.3% | +256.8% |
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