+45.4%
COF vs DT
-27.8%
+73.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.3% |
| 7D | -6.1% | -2.5% | -3.5% | -5.4% |
| 30D | -5.2% | +3.5% | -8.7% | -6.3% |
| 3M | +17.0% | +26.7% | -9.7% | +8.3% |
| 6M | +12.9% | +36.1% | -23.2% | +0.9% |
| YTD | -13.5% | +18.6% | -32.2% | -19.6% |
| 1Y | -5.9% | +7.9% | -13.8% | -9.9% |
| 3Y | +117.1% | +8.6% | +108.6% | +103.9% |
| 5Y | +45.4% | -26.7% | +72.1% | +42.9% |
| All | +45.4% | -27.8% | +73.2% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling