+250.3%
COF vs ES
+83.1%
+167.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.9% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -3.4% | -1.0% | -2.3% | -3.1% |
| 3M | +15.4% | +1.5% | +13.9% | +14.6% |
| 6M | +14.4% | -3.5% | +17.9% | +15.4% |
| YTD | -12.0% | +7.0% | -19.0% | -14.9% |
| 1Y | -3.7% | +15.3% | -19.1% | -10.4% |
| 3Y | +121.1% | +30.2% | +90.9% | +90.8% |
| 5Y | +47.8% | -4.3% | +52.1% | +44.8% |
| 10Y | +250.3% | +87.5% | +162.8% | +249.0% |
| All | +250.3% | +83.1% | +167.2% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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