+5,197.0%
COF vs GEN
+3,717.3%
+1,479.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.2% |
| 7D | -3.4% | +2.0% | -5.4% | -3.8% |
| 30D | +0.4% | +27.7% | -27.4% | -5.4% |
| 3M | -12.5% | +3.3% | -15.8% | -13.9% |
| 6M | +8.3% | +31.8% | -23.5% | +0.5% |
| YTD | -18.6% | +13.5% | -32.1% | -22.3% |
| 1Y | -8.6% | +16.0% | -24.7% | -13.2% |
| 3Y | +94.7% | +70.6% | +24.1% | +68.4% |
| 5Y | +35.3% | +32.1% | +3.2% | +22.5% |
| 10Y | +185.1% | +153.4% | +31.7% | +112.8% |
| All | +5,197.0% | +3,717.3% | +1,479.7% | +2,458.5% |
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