+116.9%
COF vs EQT
+34.2%
+82.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -6.1% | -1.2% | -4.9% | -5.9% |
| 30D | -5.2% | +1.1% | -6.2% | -5.4% |
| 3M | +17.0% | +4.8% | +12.2% | +15.6% |
| 6M | +12.9% | -10.6% | +23.5% | +15.2% |
| YTD | -13.5% | +3.4% | -17.0% | -15.4% |
| 1Y | -5.9% | +8.7% | -14.5% | -9.6% |
| All | +116.9% | +34.2% | +82.7% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 3y: compounded portfolio wealth divided by compounded EQT 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…
3y analysis · Full analysis span regression · 6 months rolling