+242.0%
COF vs DGX
+255.3%
-13.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | -5.1% | -0.9% | -4.3% | -4.7% |
| 30D | -6.0% | -1.2% | -4.9% | -5.5% |
| 3M | +14.8% | +15.8% | -0.9% | +6.5% |
| 6M | +15.3% | +18.2% | -2.8% | +5.6% |
| YTD | -13.0% | +37.2% | -50.3% | -26.7% |
| 1Y | -5.7% | +30.4% | -36.1% | -18.8% |
| 3Y | +118.1% | +96.7% | +21.4% | +44.9% |
| 5Y | +46.2% | +67.2% | -20.9% | +4.7% |
| All | +242.0% | +255.3% | -13.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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