+100.5%
COF vs DOC
+44.2%
+56.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -1.5% | +6.5% | -7.9% | -3.2% |
| 30D | +3.0% | +9.2% | -6.1% | +0.4% |
| 3M | -7.9% | -2.5% | -5.4% | -7.4% |
| 6M | +5.2% | +7.1% | -1.9% | +2.7% |
| YTD | -15.7% | +33.0% | -48.7% | -24.0% |
| 1Y | -5.5% | +23.3% | -28.7% | -12.4% |
| 3Y | +100.5% | +44.9% | +55.6% | +73.9% |
| All | +100.5% | +44.2% | +56.4% | +73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling