+118.1%
COF vs DTE
+43.4%
+74.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | -5.1% | -2.6% | -2.6% | -4.6% |
| 30D | -6.0% | -4.4% | -1.6% | -5.1% |
| 3M | +14.8% | -8.3% | +23.2% | +16.8% |
| 6M | +15.3% | -8.1% | +23.4% | +17.1% |
| YTD | -13.0% | +4.4% | -17.5% | -15.0% |
| 1Y | -5.7% | +0.2% | -5.9% | -6.7% |
| 3Y | +118.1% | +42.6% | +75.5% | +94.4% |
| All | +118.1% | +43.4% | +74.7% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling