+45.4%
COF vs EAT
+308.2%
-262.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -6.1% | -6.2% | +0.1% | -4.3% |
| 30D | -5.2% | -3.0% | -2.1% | -4.7% |
| 3M | +17.0% | +45.6% | -28.6% | +3.6% |
| 6M | +12.9% | +53.5% | -40.6% | -2.7% |
| YTD | -13.5% | +49.6% | -63.1% | -25.2% |
| 1Y | -5.9% | +38.9% | -44.8% | -17.4% |
| 3Y | +117.1% | +589.7% | -472.5% | +6.9% |
| 5Y | +45.4% | +318.7% | -273.3% | -22.4% |
| All | +45.4% | +308.2% | -262.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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