+160.8%
COF vs DBX
+22.6%
+138.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -5.1% | +2.1% | -7.2% | -5.8% |
| 30D | -6.0% | +5.7% | -11.8% | -7.8% |
| 3M | +14.8% | +31.8% | -17.0% | +4.8% |
| 6M | +15.3% | +37.5% | -22.1% | +2.6% |
| YTD | -13.0% | +27.9% | -41.0% | -20.9% |
| 1Y | -5.7% | +15.0% | -20.8% | -11.5% |
| 3Y | +118.1% | +27.2% | +91.0% | +92.2% |
| 5Y | +46.2% | +12.8% | +33.4% | +29.6% |
| All | +160.8% | +22.6% | +138.2% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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