-5.1%
COF vs DG
+45.3%
-50.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.5% | -9.7% | -2.5% |
| 7D | +0.7% | +12.3% | -11.6% | -1.2% |
| 30D | +5.7% | +19.3% | -13.6% | +2.4% |
| 3M | -6.7% | +11.9% | -18.6% | -8.7% |
| 6M | +9.5% | +25.0% | -15.5% | +4.8% |
| YTD | -13.9% | +8.7% | -22.6% | -16.5% |
| 1Y | -5.1% | +44.7% | -49.8% | -13.9% |
| All | -5.1% | +45.3% | -50.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling