+221.1%
COF vs DECK
+874.1%
-653.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -1.5% | +5.8% | -7.2% | -3.6% |
| 30D | +3.0% | +7.9% | -4.8% | -0.1% |
| 3M | -7.9% | -11.4% | +3.5% | -4.0% |
| 6M | +5.2% | -16.6% | +21.8% | +11.6% |
| YTD | -15.7% | -16.4% | +0.6% | -11.8% |
| 1Y | -5.5% | +8.6% | -14.1% | -10.9% |
| 3Y | +100.5% | -15.1% | +115.6% | +87.7% |
| 5Y | +42.3% | +22.9% | +19.5% | +8.3% |
| All | +221.1% | +874.1% | -653.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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