+242.0%
COF vs DRI
+353.8%
-111.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | -0.1% |
| 7D | -5.1% | -3.2% | -1.9% | -3.3% |
| 30D | -6.0% | -7.8% | +1.8% | -1.6% |
| 3M | +14.8% | +0.4% | +14.5% | +13.9% |
| 6M | +15.3% | +4.8% | +10.5% | +11.0% |
| YTD | -13.0% | +16.7% | -29.8% | -22.0% |
| 1Y | -5.7% | +1.5% | -7.2% | -8.7% |
| 3Y | +118.1% | +56.3% | +61.9% | +59.7% |
| 5Y | +46.2% | +66.4% | -20.2% | +2.1% |
| All | +242.0% | +353.8% | -111.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling