+569.8%
COF vs EWT
+591.5%
-21.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | -2.7% | +2.1% | -4.8% | -4.0% |
| 30D | -3.4% | +9.4% | -12.7% | -9.0% |
| 3M | +15.4% | +10.9% | +4.5% | +6.1% |
| 6M | +14.4% | +57.9% | -43.5% | -18.2% |
| YTD | -12.0% | +75.9% | -87.9% | -41.7% |
| 1Y | -3.7% | +89.7% | -93.5% | -39.6% |
| 3Y | +121.1% | +200.9% | -79.8% | -0.3% |
| 5Y | +47.8% | +154.5% | -106.7% | -24.9% |
| 10Y | +250.3% | +520.8% | -270.5% | +1.1% |
| All | +569.8% | +591.5% | -21.7% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling