+268.2%
COF vs DOC
-2.1%
+270.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.6% |
| 7D | +1.8% | -1.5% | +3.3% | +2.7% |
| 30D | -0.6% | -4.8% | +4.2% | +2.0% |
| 3M | +20.3% | +6.9% | +13.4% | +15.3% |
| 6M | +13.0% | +20.7% | -7.7% | -0.2% |
| YTD | -8.3% | +34.1% | -42.5% | -24.3% |
| 1Y | -1.5% | +22.6% | -24.1% | -14.7% |
| 3Y | +122.3% | +20.8% | +101.4% | +88.0% |
| 5Y | +52.5% | -24.9% | +77.4% | +72.0% |
| All | +268.2% | -2.1% | +270.3% | +234.4% |
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