+242.0%
COF vs CRL
+256.1%
-14.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | -0.2% |
| 7D | -5.1% | -3.5% | -1.6% | -3.7% |
| 30D | -6.0% | -2.1% | -3.9% | -5.3% |
| 3M | +14.8% | +48.0% | -33.1% | -3.0% |
| 6M | +15.3% | +64.7% | -49.4% | -8.3% |
| YTD | -13.0% | +39.5% | -52.5% | -26.2% |
| 1Y | -5.7% | +74.2% | -79.9% | -28.0% |
| 3Y | +118.1% | +39.4% | +78.8% | +70.6% |
| 5Y | +46.2% | -36.9% | +83.1% | +61.3% |
| All | +242.0% | +256.1% | -14.1% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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