+52.8%
COF vs DOC
-24.5%
+77.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | +1.8% | -1.5% | +3.3% | +2.5% |
| 30D | -0.6% | -4.8% | +4.2% | +1.5% |
| 3M | +20.3% | +6.9% | +13.4% | +16.3% |
| 6M | +13.0% | +20.7% | -7.7% | +2.4% |
| YTD | -8.3% | +34.1% | -42.5% | -21.7% |
| 1Y | -1.5% | +22.6% | -24.1% | -12.2% |
| 3Y | +122.3% | +20.8% | +101.4% | +96.3% |
| All | +52.8% | -24.5% | +77.3% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling