+5,709.6%
COF vs DD
+784.0%
+4,925.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | +1.2% | -0.6% | +1.8% | +1.6% |
| 30D | -1.4% | -7.4% | +6.0% | +3.3% |
| 3M | +19.0% | -6.4% | +25.5% | +23.6% |
| 6M | +14.9% | -2.5% | +17.4% | +15.1% |
| YTD | -10.7% | +10.2% | -20.9% | -17.5% |
| 1Y | -1.3% | +36.9% | -38.2% | -20.9% |
| 3Y | +124.3% | +47.0% | +77.3% | +66.4% |
| 5Y | +51.1% | +63.1% | -12.0% | +5.0% |
| 10Y | +252.4% | +68.2% | +184.2% | +130.7% |
| All | +5,709.6% | +784.0% | +4,925.6% | +1,277.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling