+396.8%
COF vs FIVE
+868.1%
-471.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -1.9% |
| 7D | +1.8% | +4.3% | -2.4% | +0.5% |
| 30D | -0.6% | +12.5% | -13.1% | -4.1% |
| 3M | +20.3% | +31.2% | -10.9% | +10.6% |
| 6M | +13.0% | +14.4% | -1.3% | +7.0% |
| YTD | -8.3% | +33.9% | -42.2% | -17.2% |
| 1Y | -1.5% | +65.1% | -66.5% | -16.7% |
| 3Y | +122.3% | +49.0% | +73.3% | +79.1% |
| 5Y | +52.5% | +30.3% | +22.2% | +23.1% |
| 10Y | +264.9% | +481.1% | -216.2% | +98.7% |
| All | +396.8% | +868.1% | -471.3% | +148.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling