+5,709.6%
COF vs CPB
+159.9%
+5,549.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.3% | -3.1% |
| 7D | +1.2% | -8.2% | +9.5% | +3.7% |
| 30D | -1.4% | -5.6% | +4.2% | +0.1% |
| 3M | +19.0% | +3.0% | +16.1% | +17.2% |
| 6M | +14.9% | -12.7% | +27.6% | +18.6% |
| YTD | -10.7% | -18.0% | +7.3% | -6.4% |
| 1Y | -1.3% | -31.7% | +30.5% | +9.1% |
| 3Y | +124.3% | -41.0% | +165.3% | +153.9% |
| 5Y | +51.1% | -38.4% | +89.5% | +65.6% |
| 10Y | +252.4% | -45.0% | +297.3% | +274.9% |
| All | +5,709.6% | +159.9% | +5,549.7% | +3,676.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling