+47.8%
COF vs GEN
+20.0%
+27.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -2.7% | -2.9% | +0.3% | -1.6% |
| 30D | -3.4% | +2.1% | -5.4% | -4.2% |
| 3M | +15.4% | +19.7% | -4.3% | +7.7% |
| 6M | +14.4% | +33.3% | -18.8% | +1.4% |
| YTD | -12.0% | +11.1% | -23.1% | -16.2% |
| 1Y | -3.7% | +3.0% | -6.7% | -5.6% |
| 3Y | +121.1% | +57.9% | +63.2% | +80.9% |
| 5Y | +47.8% | +20.6% | +27.2% | +31.7% |
| All | +47.8% | +20.0% | +27.8% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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