+35.7%
COF vs EW
-7.9%
+43.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -3.4% | +4.9% | -8.3% | -4.4% |
| 30D | +0.4% | +23.9% | -23.6% | -4.6% |
| 3M | -12.5% | +15.8% | -28.3% | -15.6% |
| 6M | +8.3% | +31.7% | -23.3% | +1.3% |
| YTD | -18.6% | +25.7% | -44.3% | -23.2% |
| 1Y | -8.6% | +24.4% | -33.1% | -13.6% |
| 3Y | +94.7% | +65.9% | +28.8% | +61.1% |
| All | +35.7% | -7.9% | +43.6% | +36.3% |
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