+42.3%
COF vs DBX
+10.1%
+32.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | -6.1% | -1.8% | -4.3% | -5.5% |
| 30D | -5.2% | +2.8% | -8.0% | -6.3% |
| 3M | +17.0% | +26.8% | -9.8% | +6.7% |
| 6M | +12.9% | +32.8% | -19.9% | -0.2% |
| YTD | -13.5% | +26.1% | -39.6% | -22.0% |
| 1Y | -5.9% | +14.1% | -20.0% | -12.0% |
| 3Y | +117.1% | +25.7% | +91.4% | +84.5% |
| All | +42.3% | +10.1% | +32.2% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling