+5,862.8%
COF vs DOC
+1,133.4%
+4,729.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.8% |
| 7D | +1.8% | -1.5% | +3.3% | +2.8% |
| 30D | -0.6% | -4.8% | +4.2% | +2.4% |
| 3M | +20.3% | +6.9% | +13.4% | +14.5% |
| 6M | +13.0% | +20.7% | -7.7% | -2.4% |
| YTD | -8.3% | +34.1% | -42.5% | -26.6% |
| 1Y | -1.5% | +22.6% | -24.1% | -16.8% |
| 3Y | +122.3% | +20.8% | +101.4% | +82.2% |
| 5Y | +52.5% | -24.9% | +77.4% | +69.9% |
| 10Y | +264.9% | -1.8% | +266.7% | +216.2% |
| All | +5,862.8% | +1,133.4% | +4,729.3% | +1,205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling