+15.3%
COF vs DHI
-4.2%
+19.5%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -5.1% | -3.4% | -1.7% | -3.8% |
| 30D | -6.0% | -5.4% | -0.6% | -4.0% |
| 3M | +14.8% | -10.4% | +25.3% | +19.3% |
| 6M | +15.3% | -2.8% | +18.1% | +13.6% |
| All | +15.3% | -4.2% | +19.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 6mo: compounded portfolio wealth divided by compounded DHI 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…
6mo analysis · Full analysis span regression · 6 months rolling