-9.9%
COF vs FIVE
+68.8%
-78.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -6.2% | +7.3% | -13.5% | -7.1% |
| 30D | -1.7% | +18.1% | -19.8% | -3.9% |
| 3M | -10.2% | +7.7% | -18.0% | -11.3% |
| 6M | +4.2% | +13.6% | -9.4% | +2.1% |
| YTD | -18.2% | +34.6% | -52.8% | -24.6% |
| All | -9.9% | +68.8% | -78.7% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling