+221.1%
COF vs DOC
+15.7%
+205.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -1.5% | +6.5% | -7.9% | -4.9% |
| 30D | +3.0% | +9.2% | -6.1% | -2.1% |
| 3M | -7.9% | -2.5% | -5.4% | -7.1% |
| 6M | +5.2% | +7.1% | -1.9% | +0.3% |
| YTD | -15.7% | +33.0% | -48.7% | -30.5% |
| 1Y | -5.5% | +23.3% | -28.7% | -18.6% |
| 3Y | +100.5% | +44.9% | +55.6% | +50.7% |
| 5Y | +42.3% | -21.6% | +64.0% | +56.5% |
| All | +221.1% | +15.7% | +205.4% | +188.3% |
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