+35.7%
COF vs FIVE
+16.7%
+19.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.4% | +2.7% | -6.0% | -4.0% |
| 30D | +0.4% | +12.7% | -12.3% | -2.6% |
| 3M | -12.5% | +2.1% | -14.6% | -13.4% |
| 6M | +8.3% | +17.5% | -9.2% | +2.9% |
| YTD | -18.6% | +31.0% | -49.5% | -25.1% |
| 1Y | -8.6% | +67.7% | -76.4% | -21.1% |
| 3Y | +94.7% | +43.4% | +51.3% | +65.6% |
| All | +35.7% | +16.7% | +19.0% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling