+245.2%
COF vs EFV
+253.2%
-8.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.3% |
| 7D | -2.7% | -0.5% | -2.1% | -2.0% |
| 30D | -3.4% | 0.0% | -3.4% | -3.3% |
| 3M | +15.4% | +8.4% | +7.0% | +4.4% |
| 6M | +14.4% | +12.3% | +2.1% | -1.4% |
| YTD | -12.0% | +17.4% | -29.4% | -28.4% |
| 1Y | -3.7% | +27.1% | -30.9% | -29.1% |
| 3Y | +121.1% | +90.7% | +30.3% | -2.5% |
| 5Y | +47.8% | +95.6% | -47.8% | -35.6% |
| 10Y | +250.3% | +165.3% | +85.0% | +12.8% |
| All | +245.2% | +253.2% | -8.0% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling