+250.3%
COF vs D
+34.1%
+216.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.8% |
| 7D | -2.7% | -0.4% | -2.2% | -2.5% |
| 30D | -3.4% | -2.1% | -1.3% | -2.6% |
| 3M | +15.4% | -0.7% | +16.2% | +15.6% |
| 6M | +14.4% | +5.6% | +8.8% | +11.4% |
| YTD | -12.0% | +14.6% | -26.5% | -17.1% |
| 1Y | -3.7% | +15.3% | -19.1% | -9.8% |
| 3Y | +121.1% | +59.1% | +61.9% | +76.0% |
| 5Y | +47.8% | +3.9% | +43.9% | +41.5% |
| 10Y | +250.3% | +38.5% | +211.8% | +238.0% |
| All | +250.3% | +34.1% | +216.2% | +238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling