+207.9%
COF vs EQX
+232.0%
-24.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | -5.1% | -3.2% | -1.9% | -4.9% |
| 30D | -6.0% | +7.8% | -13.8% | -6.6% |
| 3M | +14.8% | +21.3% | -6.5% | +13.1% |
| 6M | +15.3% | -22.4% | +37.8% | +16.5% |
| YTD | -13.0% | -11.3% | -1.7% | -13.3% |
| 1Y | -5.7% | +13.5% | -19.2% | -7.7% |
| 3Y | +118.1% | +162.1% | -44.0% | +96.5% |
| 5Y | +46.2% | +84.2% | -38.0% | +28.7% |
| All | +207.9% | +232.0% | -24.2% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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