+242.0%
COF vs EW
+120.5%
+121.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.3% | +1.5% |
| 7D | -5.1% | -6.2% | +1.0% | -3.1% |
| 30D | -6.0% | -9.3% | +3.3% | -2.9% |
| 3M | +14.8% | -1.6% | +16.5% | +15.3% |
| 6M | +15.3% | -0.8% | +16.2% | +15.2% |
| YTD | -13.0% | -1.0% | -12.0% | -13.3% |
| 1Y | -5.7% | +8.2% | -13.9% | -8.9% |
| 3Y | +118.1% | +12.7% | +105.4% | +95.1% |
| 5Y | +46.2% | -30.2% | +76.4% | +55.3% |
| All | +242.0% | +120.5% | +121.5% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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