+178.6%
COF vs ES
+94.9%
+83.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | -2.0% | +6.7% | -8.7% | -4.4% |
| 3M | -9.7% | +0.3% | -10.1% | -10.0% |
| 6M | +8.0% | +7.4% | +0.6% | +4.8% |
| YTD | -17.7% | +8.4% | -26.1% | -21.0% |
| 1Y | -9.3% | +0.6% | -10.0% | -10.9% |
| 3Y | +96.3% | +50.6% | +45.7% | +58.5% |
| 5Y | +37.0% | +4.8% | +32.2% | +28.7% |
| All | +178.6% | +94.9% | +83.6% | +178.1% |
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