+158.1%
COF vs DT
+100.3%
+57.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -5.1% | -1.6% | -3.5% | -4.7% |
| 30D | -6.0% | +3.0% | -9.1% | -7.0% |
| 3M | +14.8% | +26.5% | -11.7% | +6.8% |
| 6M | +15.3% | +35.9% | -20.6% | +3.8% |
| YTD | -13.0% | +17.8% | -30.9% | -18.7% |
| 1Y | -5.7% | +4.1% | -9.8% | -8.7% |
| 3Y | +118.1% | +5.3% | +112.8% | +107.3% |
| 5Y | +46.2% | -27.2% | +73.4% | +45.7% |
| All | +158.1% | +100.3% | +57.8% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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