+43.1%
COF vs DD
+56.1%
-13.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -5.1% | -3.5% | -1.7% | -3.1% |
| 30D | -6.0% | -11.7% | +5.6% | +1.2% |
| 3M | +14.8% | -9.2% | +24.1% | +21.4% |
| 6M | +15.3% | -7.2% | +22.5% | +19.0% |
| YTD | -13.0% | +6.6% | -19.7% | -18.4% |
| 1Y | -5.7% | +32.0% | -37.7% | -23.7% |
| 3Y | +118.1% | +42.1% | +76.0% | +60.5% |
| All | +43.1% | +56.1% | -13.0% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling