+242.0%
COF vs ESI
+312.8%
-70.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -5.1% | -4.6% | -0.5% | -2.7% |
| 30D | -6.0% | -10.5% | +4.5% | -0.6% |
| 3M | +14.8% | -19.8% | +34.6% | +26.7% |
| 6M | +15.3% | +5.8% | +9.5% | +6.1% |
| YTD | -13.0% | +38.3% | -51.3% | -32.5% |
| 1Y | -5.7% | +31.5% | -37.2% | -25.2% |
| 3Y | +118.1% | +80.7% | +37.5% | +38.2% |
| 5Y | +46.2% | +69.4% | -23.2% | -5.0% |
| All | +242.0% | +312.8% | -70.8% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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