+346.0%
COF vs FIVE
+862.5%
-516.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -2.0% | +17.4% | -19.4% | -6.6% |
| 3M | -9.7% | +7.0% | -16.8% | -12.0% |
| 6M | +8.0% | +20.5% | -12.5% | +0.8% |
| YTD | -17.7% | +33.1% | -50.8% | -25.9% |
| 1Y | -9.3% | +67.1% | -76.4% | -23.6% |
| 3Y | +96.3% | +41.9% | +54.4% | +60.4% |
| 5Y | +37.0% | +21.1% | +15.9% | +13.1% |
| 10Y | +188.1% | +518.8% | -330.7% | +55.3% |
| All | +346.0% | +862.5% | -516.6% | +122.2% |
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