+81.4%
COF vs DOCN
+70.4%
+11.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.9% | +14.7% | +1.0% |
| 7D | -2.3% | -29.3% | +26.9% | +2.2% |
| 30D | +4.1% | -46.0% | +50.1% | +12.6% |
| 3M | -7.7% | -43.2% | +35.5% | -1.7% |
| 6M | +8.3% | -53.7% | +62.0% | +17.2% |
| YTD | -14.9% | +46.9% | -61.8% | -26.8% |
| 1Y | -6.5% | +54.3% | -60.8% | -20.4% |
| 3Y | +100.8% | +185.5% | -84.7% | +48.2% |
| 5Y | +43.7% | -31.1% | +74.8% | +11.3% |
| All | +81.4% | +70.4% | +11.1% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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