+48.0%
COF vs DFNS
-99.9%
+147.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.2% | -1.5% |
| 7D | -2.7% | +4.6% | -7.3% | -2.6% |
| 30D | -3.4% | -73.9% | +70.5% | -3.4% |
| 3M | +15.4% | -71.7% | +87.1% | +15.6% |
| 6M | +14.4% | -94.6% | +109.0% | +14.2% |
| YTD | -12.0% | -98.1% | +86.1% | -12.4% |
| 1Y | -3.7% | -98.3% | +94.6% | -4.1% |
| 3Y | +121.1% | -99.9% | +220.9% | +116.5% |
| All | +48.0% | -99.9% | +147.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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