+36.2%
COF vs DOCS
-19.0%
+55.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | -3.4% | +2.6% | -5.9% | -3.7% |
| 30D | +0.4% | +11.4% | -11.1% | -1.1% |
| 3M | -12.5% | +25.4% | -37.9% | -15.3% |
| 6M | +8.3% | +42.5% | -34.2% | +1.6% |
| YTD | -18.6% | -24.7% | +6.1% | -17.0% |
| 1Y | -8.6% | -32.9% | +24.3% | -5.5% |
| 3Y | +94.7% | +39.6% | +55.1% | +75.3% |
| 5Y | +35.3% | -54.6% | +90.0% | +29.7% |
| All | +36.2% | -19.0% | +55.2% | +27.5% |
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