+43.1%
COF vs GWW
+222.0%
-178.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | -5.1% | -3.4% | -1.8% | -3.3% |
| 30D | -6.0% | -1.9% | -4.1% | -5.0% |
| 3M | +14.8% | -2.4% | +17.2% | +15.9% |
| 6M | +15.3% | +15.7% | -0.4% | +5.1% |
| YTD | -13.0% | +27.6% | -40.6% | -25.6% |
| 1Y | -5.7% | +27.2% | -32.9% | -19.3% |
| 3Y | +118.1% | +89.7% | +28.5% | +48.8% |
| All | +43.1% | +222.0% | -178.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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