+242.0%
COF vs DE
+863.9%
-621.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -5.1% | -2.6% | -2.6% | -3.6% |
| 30D | -6.0% | +9.0% | -15.1% | -11.4% |
| 3M | +14.8% | +19.1% | -4.3% | +2.0% |
| 6M | +15.3% | +14.4% | +1.0% | +4.2% |
| YTD | -13.0% | +45.9% | -59.0% | -33.9% |
| 1Y | -5.7% | +43.6% | -49.3% | -28.0% |
| 3Y | +118.1% | +75.9% | +42.2% | +41.4% |
| 5Y | +46.2% | +98.8% | -52.5% | -18.1% |
| All | +242.0% | +863.9% | -621.9% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling