+124.3%
COF vs D
+65.5%
+58.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.6% |
| 7D | +1.2% | +0.8% | +0.5% | +1.1% |
| 30D | -1.4% | -0.7% | -0.7% | -1.3% |
| 3M | +19.0% | +2.1% | +16.9% | +18.6% |
| 6M | +14.9% | +6.8% | +8.0% | +13.7% |
| YTD | -10.7% | +16.5% | -27.2% | -12.8% |
| 1Y | -1.3% | +19.2% | -20.4% | -4.1% |
| 3Y | +124.3% | +61.9% | +62.4% | +103.8% |
| All | +124.3% | +65.5% | +58.8% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling