+36.8%
COF vs DOCS
-49.9%
+86.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -6.2% | -0.6% | -5.6% | -6.1% |
| 30D | -1.7% | +6.3% | -8.0% | -2.7% |
| 3M | -10.2% | +26.5% | -36.7% | -13.6% |
| 6M | +4.2% | +24.8% | -20.6% | -1.1% |
| YTD | -18.2% | -26.8% | +8.5% | -16.0% |
| 1Y | -9.7% | -38.3% | +28.5% | -4.9% |
| 3Y | +95.0% | +36.0% | +59.0% | +71.5% |
| 5Y | +36.8% | -55.0% | +91.8% | +27.7% |
| All | +36.8% | -49.9% | +86.7% | +27.7% |
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