+242.0%
COF vs DTE
+137.8%
+104.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.4% |
| 7D | -5.1% | -2.6% | -2.6% | -3.5% |
| 30D | -6.0% | -4.4% | -1.6% | -3.3% |
| 3M | +14.8% | -8.3% | +23.2% | +21.1% |
| 6M | +15.3% | -8.1% | +23.4% | +20.7% |
| YTD | -13.0% | +4.4% | -17.5% | -17.0% |
| 1Y | -5.7% | +0.2% | -5.9% | -7.6% |
| 3Y | +118.1% | +42.6% | +75.5% | +60.3% |
| 5Y | +46.2% | +31.5% | +14.8% | +11.6% |
| All | +242.0% | +137.8% | +104.2% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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