+5,523.6%
COF vs DE
+11,353.6%
-5,830.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -6.1% | -2.4% | -3.7% | -4.8% |
| 30D | -5.2% | +9.7% | -14.9% | -10.5% |
| 3M | +17.0% | +21.4% | -4.4% | +3.8% |
| 6M | +12.9% | +15.0% | -2.1% | +2.5% |
| YTD | -13.5% | +46.4% | -60.0% | -32.5% |
| 1Y | -5.9% | +45.6% | -51.5% | -26.6% |
| 3Y | +117.1% | +76.8% | +40.4% | +48.1% |
| 5Y | +45.4% | +99.4% | -54.0% | -10.9% |
| 10Y | +244.1% | +864.6% | -620.5% | -14.0% |
| All | +5,523.6% | +11,353.6% | -5,830.0% | +431.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling