+5,862.8%
COF vs GEN
+3,748.7%
+2,114.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | +1.8% | -1.2% | +3.0% | +2.1% |
| 30D | -0.6% | +10.1% | -10.7% | -2.9% |
| 3M | +20.3% | +16.1% | +4.2% | +16.0% |
| 6M | +13.0% | +38.9% | -25.8% | +3.9% |
| YTD | -8.3% | +14.4% | -22.8% | -12.0% |
| 1Y | -1.5% | +5.9% | -7.3% | -3.7% |
| 3Y | +122.3% | +58.8% | +63.5% | +96.6% |
| 5Y | +52.5% | +24.7% | +27.8% | +40.9% |
| 10Y | +264.9% | +163.1% | +101.8% | +172.0% |
| All | +5,862.8% | +3,748.7% | +2,114.1% | +2,798.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling