+242.0%
COF vs EL
+26.1%
+215.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -5.1% | -6.5% | +1.3% | -2.6% |
| 30D | -6.0% | +11.1% | -17.2% | -10.5% |
| 3M | +14.8% | +10.7% | +4.1% | +9.2% |
| 6M | +15.3% | +6.9% | +8.5% | +9.9% |
| YTD | -13.0% | -6.3% | -6.8% | -13.8% |
| 1Y | -5.7% | +13.5% | -19.2% | -14.5% |
| 3Y | +118.1% | -33.1% | +151.2% | +129.6% |
| 5Y | +46.2% | -68.8% | +115.0% | +127.7% |
| All | +242.0% | +26.1% | +215.9% | +209.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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