+589.2%
COF vs EW
+6,974.1%
-6,384.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +1.8% | -0.3% | +2.2% | +1.9% |
| 30D | -0.6% | +1.0% | -1.6% | -0.9% |
| 3M | +20.3% | +2.8% | +17.5% | +19.1% |
| 6M | +13.0% | +5.5% | +7.5% | +10.7% |
| YTD | -8.3% | +5.5% | -13.8% | -10.3% |
| 1Y | -1.5% | +11.0% | -12.5% | -5.3% |
| 3Y | +122.3% | +17.7% | +104.6% | +100.1% |
| 5Y | +52.5% | -25.7% | +78.2% | +55.9% |
| 10Y | +264.9% | +132.8% | +132.1% | +155.4% |
| All | +589.2% | +6,974.1% | -6,384.9% | +96.4% |
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