+188.1%
COF vs D
+47.5%
+140.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -4.5% | -2.4% | -2.0% | -3.6% |
| 30D | -2.0% | +9.0% | -11.0% | -5.3% |
| 3M | -9.7% | +1.0% | -10.7% | -10.2% |
| 6M | +8.0% | +11.0% | -3.0% | +3.2% |
| YTD | -17.7% | +19.8% | -37.5% | -24.0% |
| 1Y | -9.3% | +16.0% | -25.3% | -15.3% |
| 3Y | +96.3% | +74.4% | +21.9% | +49.8% |
| 5Y | +37.0% | +13.5% | +23.4% | +26.0% |
| 10Y | +188.1% | +48.4% | +139.8% | +185.4% |
| All | +188.1% | +47.5% | +140.7% | +185.4% |
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