+208.1%
COF vs DOC
+21.1%
+187.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.6% |
| 7D | -5.8% | +5.9% | -11.6% | -8.8% |
| 30D | -0.3% | +10.3% | -10.6% | -5.9% |
| 3M | -8.5% | -2.2% | -6.3% | -7.8% |
| 6M | +5.6% | +8.2% | -2.6% | +0.1% |
| YTD | -17.1% | +35.4% | -52.5% | -32.4% |
| 1Y | -7.4% | +23.6% | -31.0% | -20.4% |
| 3Y | +99.1% | +57.3% | +41.8% | +42.1% |
| 5Y | +39.5% | -19.6% | +59.1% | +51.2% |
| 10Y | +208.1% | +20.8% | +187.3% | +174.2% |
| All | +208.1% | +21.1% | +187.0% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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