+5,862.8%
COF vs ES
+855.1%
+5,007.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.7% |
| 30D | -0.6% | -2.0% | +1.4% | +0.2% |
| 3M | +20.3% | +1.7% | +18.6% | +19.2% |
| 6M | +13.0% | -3.5% | +16.6% | +14.1% |
| YTD | -8.3% | +7.9% | -16.2% | -11.9% |
| 1Y | -1.5% | +17.2% | -18.6% | -9.3% |
| 3Y | +122.3% | +29.3% | +92.9% | +91.3% |
| 5Y | +52.5% | -5.7% | +58.2% | +48.3% |
| 10Y | +264.9% | +85.2% | +179.7% | +161.2% |
| All | +5,862.8% | +855.1% | +5,007.7% | +2,314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling