+167.9%
COF vs DBX
+16.6%
+151.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.4% | -1.7% |
| 7D | +1.2% | -1.3% | +2.6% | +1.7% |
| 30D | -1.4% | -2.9% | +1.5% | -0.7% |
| 3M | +19.0% | +23.8% | -4.8% | +10.7% |
| 6M | +14.9% | +26.2% | -11.3% | +5.0% |
| YTD | -10.7% | +21.6% | -32.3% | -17.4% |
| 1Y | -1.3% | +11.4% | -12.7% | -6.5% |
| 3Y | +124.3% | +21.3% | +103.0% | +100.6% |
| 5Y | +51.1% | +6.7% | +44.5% | +36.3% |
| All | +167.9% | +16.6% | +151.3% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling