+242.0%
COF vs FIVE
+491.7%
-249.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -5.1% | -3.0% | -2.1% | -4.2% |
| 30D | -6.0% | +2.7% | -8.7% | -7.1% |
| 3M | +14.8% | +21.1% | -6.3% | +7.1% |
| 6M | +15.3% | +11.9% | +3.4% | +8.9% |
| YTD | -13.0% | +29.9% | -42.9% | -22.0% |
| 1Y | -5.7% | +67.8% | -73.5% | -23.0% |
| 3Y | +118.1% | +52.8% | +65.4% | +67.7% |
| 5Y | +46.2% | +31.3% | +14.9% | +13.0% |
| All | +242.0% | +491.7% | -249.7% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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