-5.7%
COF vs DOW
+28.8%
-34.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.5% |
| 7D | -5.1% | -1.4% | -3.8% | -5.2% |
| 30D | -6.0% | -3.9% | -2.1% | -6.2% |
| 3M | +14.8% | -12.7% | +27.5% | +14.7% |
| 6M | +15.3% | -13.7% | +29.0% | +12.6% |
| YTD | -13.0% | +28.4% | -41.4% | -22.0% |
| 1Y | -5.7% | +21.8% | -27.5% | -17.1% |
| All | -5.7% | +28.8% | -34.5% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling