-5.1%
COF vs DD
+49.3%
-54.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.5% |
| 7D | +0.7% | +8.7% | -8.0% | -2.3% |
| 30D | +5.7% | +15.3% | -9.6% | +0.2% |
| 3M | -6.7% | +5.9% | -12.6% | -8.8% |
| 6M | +9.5% | +11.6% | -2.1% | +4.1% |
| YTD | -13.9% | +26.5% | -40.4% | -23.5% |
| 1Y | -5.1% | +35.4% | -40.5% | -18.7% |
| All | -5.1% | +49.3% | -54.4% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling