+45.4%
COF vs EW
-29.2%
+74.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -6.1% | -3.4% | -2.7% | -5.3% |
| 30D | -5.2% | -7.4% | +2.2% | -3.5% |
| 3M | +17.0% | +0.9% | +16.1% | +16.7% |
| 6M | +12.9% | +1.2% | +11.8% | +12.4% |
| YTD | -13.5% | +1.8% | -15.3% | -14.2% |
| 1Y | -5.9% | +10.8% | -16.7% | -8.4% |
| 3Y | +117.1% | +17.1% | +100.0% | +98.5% |
| 5Y | +45.4% | -28.2% | +73.6% | +50.8% |
| All | +45.4% | -29.2% | +74.6% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling