+193.1%
COF vs DOW
-15.4%
+208.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.8% |
| 7D | +1.2% | -2.9% | +4.2% | +2.7% |
| 30D | -1.4% | +2.0% | -3.4% | -2.9% |
| 3M | +19.0% | -12.5% | +31.6% | +25.7% |
| 6M | +14.9% | -9.2% | +24.1% | +13.7% |
| YTD | -10.7% | +30.8% | -41.5% | -30.7% |
| 1Y | -1.3% | +29.4% | -30.7% | -24.7% |
| 3Y | +124.3% | -34.6% | +158.9% | +157.9% |
| 5Y | +51.1% | -35.9% | +87.1% | +75.4% |
| All | +193.1% | -15.4% | +208.5% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling