+51.1%
COF vs FIVE
+38.7%
+12.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.7% |
| 7D | +1.2% | +3.7% | -2.4% | +0.3% |
| 30D | -1.4% | +4.0% | -5.4% | -2.5% |
| 3M | +19.0% | +36.2% | -17.2% | +10.1% |
| 6M | +14.9% | +18.0% | -3.1% | +9.0% |
| YTD | -10.7% | +34.9% | -45.6% | -18.1% |
| 1Y | -1.3% | +67.9% | -69.2% | -14.6% |
| 3Y | +124.3% | +57.3% | +67.0% | +85.3% |
| 5Y | +51.1% | +39.5% | +11.6% | +22.9% |
| All | +51.1% | +38.7% | +12.5% | +22.9% |
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