+5,555.9%
COF vs DHI
+9,340.4%
-3,784.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.4% |
| 6M | +15.3% | -2.8% | +18.1% | +15.7% |
| YTD | -13.0% | -3.4% | -9.6% | -13.1% |
| 1Y | -5.7% | -22.9% | +17.2% | +2.4% |
| 3Y | +118.1% | +20.7% | +97.4% | +89.1% |
| 5Y | +46.2% | +62.1% | -15.9% | +10.1% |
| 10Y | +246.1% | +410.4% | -164.4% | +56.4% |
| All | +5,555.9% | +9,340.4% | -3,784.4% | +676.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling