+5,156.8%
COF vs EXC
+1,746.3%
+3,410.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.0% | -1.9% | -3.1% | -4.1% |
| 30D | -2.3% | +7.8% | -10.0% | -5.8% |
| 3M | -12.7% | +1.9% | -14.5% | -13.6% |
| 6M | +6.2% | +3.4% | +2.8% | +3.8% |
| YTD | -19.2% | +7.6% | -26.8% | -23.1% |
| 1Y | -11.5% | +2.1% | -13.6% | -13.8% |
| 3Y | +92.8% | +29.6% | +63.2% | +62.0% |
| 5Y | +34.3% | +39.5% | -5.2% | +7.1% |
| 10Y | +183.0% | +200.2% | -17.2% | +54.7% |
| All | +5,156.8% | +1,746.3% | +3,410.5% | +2,039.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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