+41.7%
COF vs DOCS
-51.8%
+93.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | -0.7% |
| 7D | -1.5% | -0.8% | -0.7% | -1.4% |
| 30D | +3.0% | +17.4% | -14.4% | +0.6% |
| 3M | -7.9% | +57.4% | -65.3% | -14.9% |
| 6M | +5.2% | +26.5% | -21.3% | -0.3% |
| YTD | -15.7% | -26.6% | +10.8% | -13.5% |
| 1Y | -5.5% | -48.1% | +42.6% | +2.2% |
| 3Y | +100.5% | +52.6% | +47.9% | +72.3% |
| All | +41.7% | -51.8% | +93.6% | +32.3% |
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