+5,501.9%
COF vs DOC
+1,117.4%
+4,384.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.3% | -3.2% |
| 7D | +0.7% | +8.7% | -8.0% | -4.6% |
| 30D | +5.7% | +7.6% | -1.9% | +0.5% |
| 3M | -6.7% | -5.3% | -1.4% | -4.1% |
| 6M | +9.5% | +27.6% | -18.1% | -8.9% |
| YTD | -13.9% | +32.4% | -46.3% | -30.8% |
| 1Y | -5.1% | +22.9% | -27.9% | -20.1% |
| 3Y | +103.3% | +43.1% | +60.2% | +48.9% |
| 5Y | +46.8% | -21.4% | +68.2% | +58.4% |
| 10Y | +236.0% | +16.8% | +219.1% | +158.8% |
| All | +5,501.9% | +1,117.4% | +4,384.5% | +1,130.5% |
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 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