+94.7%
COF vs ED
+50.2%
+44.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.1% |
| 7D | -3.4% | +2.1% | -5.4% | -2.9% |
| 30D | +0.4% | +10.4% | -10.0% | +2.6% |
| 3M | -12.5% | +12.5% | -25.1% | -10.2% |
| 6M | +8.3% | +14.9% | -6.6% | +11.9% |
| YTD | -18.6% | +24.8% | -43.4% | -14.6% |
| 1Y | -8.6% | +23.8% | -32.5% | -4.2% |
| 3Y | +94.7% | +51.6% | +43.0% | +90.0% |
| All | +94.7% | +50.2% | +44.5% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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