+38.6%
COF vs DOCS
-20.2%
+58.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.8% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -0.3% | +7.8% | -8.1% | -1.4% |
| 3M | -8.5% | +20.0% | -28.4% | -11.0% |
| 6M | +5.6% | +26.5% | -20.9% | +0.7% |
| YTD | -17.1% | -25.8% | +8.7% | -15.4% |
| 1Y | -7.4% | -39.5% | +32.0% | -2.9% |
| 3Y | +99.1% | +60.3% | +38.7% | +75.2% |
| 5Y | +39.5% | -57.0% | +96.6% | +34.2% |
| All | +38.6% | -20.2% | +58.8% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling