+118.1%
COF vs IJR
+52.1%
+66.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | 0.0% |
| 7D | -5.1% | -2.2% | -3.0% | -2.8% |
| 30D | -6.0% | -4.6% | -1.4% | -0.9% |
| 3M | +14.8% | +0.2% | +14.6% | +14.7% |
| 6M | +15.3% | +14.7% | +0.6% | -0.9% |
| YTD | -13.0% | +18.9% | -31.9% | -27.6% |
| 1Y | -5.7% | +19.9% | -25.7% | -22.3% |
| 3Y | +118.1% | +53.0% | +65.1% | +48.6% |
| All | +118.1% | +52.1% | +66.1% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling