+2,457.9%
COF vs DGX
+8,778.1%
-6,320.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -5.1% | -0.9% | -4.3% | -4.8% |
| 30D | -6.0% | -1.2% | -4.9% | -5.6% |
| 3M | +14.8% | +15.8% | -0.9% | +7.8% |
| 6M | +15.3% | +18.2% | -2.8% | +7.2% |
| YTD | -13.0% | +37.2% | -50.3% | -24.4% |
| 1Y | -5.7% | +30.4% | -36.1% | -16.5% |
| 3Y | +118.1% | +96.7% | +21.4% | +59.4% |
| 5Y | +46.2% | +67.2% | -20.9% | +13.4% |
| 10Y | +246.1% | +253.9% | -7.9% | +95.1% |
| All | +2,457.9% | +8,778.1% | -6,320.2% | +389.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling