+5,862.8%
COF vs DAR
+1,529.8%
+4,333.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.3% |
| 7D | +1.8% | +1.4% | +0.5% | +1.6% |
| 30D | -0.6% | +12.8% | -13.4% | -2.1% |
| 3M | +20.3% | +7.4% | +12.9% | +18.9% |
| 6M | +13.0% | +22.3% | -9.2% | +9.8% |
| YTD | -8.3% | +81.1% | -89.4% | -15.1% |
| 1Y | -1.5% | +106.5% | -108.0% | -10.4% |
| 3Y | +122.3% | +5.3% | +117.0% | +115.9% |
| 5Y | +52.5% | -11.5% | +64.0% | +50.3% |
| 10Y | +264.9% | +353.3% | -88.5% | +206.1% |
| All | +5,862.8% | +1,529.8% | +4,333.0% | +4,620.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 all: compounded portfolio wealth divided by compounded DAR 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…
all analysis · Full analysis span regression · 6 months rolling