+116.9%
COF vs DOW
-34.9%
+151.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | -6.1% | -2.4% | -3.7% | -5.6% |
| 30D | -5.2% | -4.1% | -1.1% | -4.4% |
| 3M | +17.0% | -12.4% | +29.4% | +20.3% |
| 6M | +12.9% | -10.6% | +23.5% | +12.1% |
| YTD | -13.5% | +31.1% | -44.6% | -26.8% |
| 1Y | -5.9% | +30.5% | -36.4% | -21.1% |
| All | +116.9% | -34.9% | +151.8% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling