+242.0%
COF vs EWT
+523.5%
-281.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | -0.8% |
| 7D | -5.1% | -1.1% | -4.0% | -4.4% |
| 30D | -6.0% | +4.5% | -10.5% | -9.2% |
| 3M | +14.8% | +8.3% | +6.6% | +6.2% |
| 6M | +15.3% | +54.2% | -38.9% | -21.5% |
| YTD | -13.0% | +74.6% | -87.6% | -46.9% |
| 1Y | -5.7% | +84.9% | -90.6% | -45.5% |
| 3Y | +118.1% | +197.5% | -79.4% | -21.0% |
| 5Y | +46.2% | +150.6% | -104.4% | -37.8% |
| All | +242.0% | +523.5% | -281.5% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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