+45.4%
COF vs DG
-39.4%
+84.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -6.1% | -6.3% | +0.2% | -5.5% |
| 30D | -5.2% | +2.4% | -7.6% | -5.4% |
| 3M | +17.0% | +12.4% | +4.6% | +15.7% |
| 6M | +12.9% | -14.9% | +27.8% | +14.1% |
| YTD | -13.5% | -6.1% | -7.5% | -13.4% |
| 1Y | -5.9% | +17.9% | -23.7% | -7.6% |
| 3Y | +117.1% | +3.1% | +114.0% | +114.8% |
| 5Y | +45.4% | -38.7% | +84.1% | +66.5% |
| All | +45.4% | -39.4% | +84.8% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling