+242.0%
COF vs EFV
+169.9%
+72.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.9% |
| 7D | -5.1% | -0.8% | -4.3% | -4.1% |
| 30D | -6.0% | +0.6% | -6.7% | -6.8% |
| 3M | +14.8% | +7.5% | +7.3% | +4.0% |
| 6M | +15.3% | +13.0% | +2.3% | -3.0% |
| YTD | -13.0% | +18.3% | -31.4% | -31.6% |
| 1Y | -5.7% | +26.7% | -32.4% | -32.6% |
| 3Y | +118.1% | +89.6% | +28.6% | -13.2% |
| 5Y | +46.2% | +98.2% | -52.0% | -44.6% |
| All | +242.0% | +169.9% | +72.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling