+52.8%
COF vs DOCS
-73.4%
+126.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | 0.0% |
| 7D | +1.8% | -1.4% | +3.2% | +2.0% |
| 30D | -0.6% | +21.8% | -22.4% | -4.2% |
| 3M | +20.3% | +27.3% | -7.0% | +15.1% |
| 6M | +13.0% | -0.3% | +13.4% | +11.1% |
| YTD | -8.3% | -40.5% | +32.2% | -3.1% |
| 1Y | -1.5% | -61.5% | +60.1% | +11.0% |
| 3Y | +122.3% | +8.2% | +114.1% | +104.2% |
| All | +52.8% | -73.4% | +126.2% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling