+45.4%
COF vs ED
+66.8%
-21.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -6.1% | -1.9% | -4.2% | -6.0% |
| 30D | -5.2% | +0.1% | -5.3% | -5.2% |
| 3M | +17.0% | 0.0% | +17.0% | +17.0% |
| 6M | +12.9% | -2.5% | +15.4% | +12.9% |
| YTD | -13.5% | +10.1% | -23.7% | -14.6% |
| 1Y | -5.9% | +13.6% | -19.5% | -7.4% |
| 3Y | +117.1% | +32.4% | +84.7% | +99.1% |
| 5Y | +45.4% | +69.9% | -24.5% | +27.5% |
| All | +45.4% | +66.8% | -21.4% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling