+5,709.6%
COF vs EAT
+3,194.2%
+2,515.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -1.4% |
| 7D | +1.2% | -4.9% | +6.2% | +3.1% |
| 30D | -1.4% | -1.2% | -0.2% | -1.5% |
| 3M | +19.0% | +52.2% | -33.2% | +1.4% |
| 6M | +14.9% | +65.0% | -50.2% | -6.4% |
| YTD | -10.7% | +55.0% | -65.7% | -26.0% |
| 1Y | -1.3% | +42.1% | -43.3% | -16.6% |
| 3Y | +124.3% | +614.7% | -490.4% | -1.4% |
| 5Y | +51.1% | +322.7% | -271.6% | -24.5% |
| 10Y | +252.4% | +382.0% | -129.7% | +34.1% |
| All | +5,709.6% | +3,194.2% | +2,515.4% | +806.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling