+5,197.0%
COF vs ED
+2,086.3%
+3,110.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.1% |
| 7D | -3.4% | +2.1% | -5.4% | -4.3% |
| 30D | +0.4% | +10.4% | -10.0% | -4.4% |
| 3M | -12.5% | +12.5% | -25.1% | -17.6% |
| 6M | +8.3% | +14.9% | -6.6% | +0.7% |
| YTD | -18.6% | +24.8% | -43.4% | -27.9% |
| 1Y | -8.6% | +23.8% | -32.5% | -19.0% |
| 3Y | +94.7% | +51.6% | +43.0% | +50.2% |
| 5Y | +35.3% | +86.4% | -51.1% | -8.5% |
| 10Y | +185.1% | +145.4% | +39.7% | +56.3% |
| All | +5,197.0% | +2,086.3% | +3,110.7% | +1,188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling