-5.1%
COF vs D
+23.9%
-29.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.6% | -1.1% |
| 7D | +0.7% | +8.5% | -7.8% | +0.7% |
| 30D | +5.7% | +14.3% | -8.6% | +5.7% |
| 3M | -6.7% | +1.8% | -8.5% | -6.8% |
| 6M | +9.5% | +13.0% | -3.6% | +9.8% |
| YTD | -13.9% | +22.7% | -36.6% | -12.0% |
| 1Y | -5.1% | +22.6% | -27.7% | -2.9% |
| All | -5.1% | +23.9% | -29.0% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling