+242.0%
COF vs DG
+101.8%
+140.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -5.1% | -6.5% | +1.3% | -4.1% |
| 30D | -6.0% | +4.2% | -10.2% | -6.7% |
| 3M | +14.8% | +9.5% | +5.3% | +12.9% |
| 6M | +15.3% | -13.1% | +28.5% | +17.5% |
| YTD | -13.0% | -4.8% | -8.2% | -12.9% |
| 1Y | -5.7% | +20.6% | -26.3% | -9.5% |
| 3Y | +118.1% | +4.9% | +113.2% | +108.0% |
| 5Y | +46.2% | -37.9% | +84.1% | +60.6% |
| All | +242.0% | +101.8% | +140.2% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling