+43.1%
COF vs DE
+97.2%
-54.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -5.1% | -2.6% | -2.6% | -4.1% |
| 30D | -6.0% | +9.0% | -15.1% | -9.7% |
| 3M | +14.8% | +19.1% | -4.3% | +5.7% |
| 6M | +15.3% | +14.4% | +1.0% | +7.6% |
| YTD | -13.0% | +45.9% | -59.0% | -28.6% |
| 1Y | -5.7% | +43.6% | -49.3% | -22.3% |
| 3Y | +118.1% | +75.9% | +42.2% | +60.1% |
| All | +43.1% | +97.2% | -54.0% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling