+36.8%
COF vs DOC
-20.0%
+56.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -6.2% | +4.3% | -10.5% | -8.0% |
| 30D | -1.7% | +9.2% | -10.9% | -5.6% |
| 3M | -10.2% | -0.8% | -9.4% | -10.2% |
| 6M | +4.2% | +7.1% | -2.9% | +0.3% |
| YTD | -18.2% | +34.0% | -52.2% | -30.6% |
| 1Y | -9.7% | +23.2% | -32.9% | -20.0% |
| 3Y | +95.0% | +53.6% | +41.4% | +45.2% |
| 5Y | +36.8% | -20.4% | +57.3% | +58.0% |
| All | +36.8% | -20.0% | +56.8% | +58.0% |
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