+512.2%
COF vs EW
+8,331.5%
-7,819.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -3.4% | +4.9% | -8.3% | -4.8% |
| 30D | +0.4% | +23.9% | -23.6% | -6.2% |
| 3M | -12.5% | +15.8% | -28.3% | -16.6% |
| 6M | +8.3% | +31.7% | -23.3% | -1.0% |
| YTD | -18.6% | +25.7% | -44.3% | -24.7% |
| 1Y | -8.6% | +24.4% | -33.1% | -15.3% |
| 3Y | +94.7% | +65.9% | +28.8% | +57.1% |
| 5Y | +35.3% | -7.6% | +43.0% | +29.2% |
| 10Y | +185.1% | +253.2% | -68.1% | +77.0% |
| All | +512.2% | +8,331.5% | -7,819.3% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling