+43.1%
COF vs DOW
-37.7%
+80.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.4% |
| 7D | -5.1% | -1.4% | -3.8% | -4.7% |
| 30D | -6.0% | -3.9% | -2.1% | -4.9% |
| 3M | +14.8% | -12.7% | +27.5% | +19.9% |
| 6M | +15.3% | -13.7% | +29.0% | +16.6% |
| YTD | -13.0% | +28.4% | -41.4% | -29.8% |
| 1Y | -5.7% | +21.8% | -27.5% | -22.8% |
| 3Y | +118.1% | -35.7% | +153.8% | +162.0% |
| All | +43.1% | -37.7% | +80.8% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling