+446.6%
COF vs INDA
+109.8%
+336.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -0.9% |
| 7D | -2.7% | -2.6% | 0.0% | -0.8% |
| 30D | -3.4% | -2.9% | -0.4% | -1.3% |
| 3M | +15.4% | +2.4% | +13.0% | +13.7% |
| 6M | +14.4% | -2.6% | +17.0% | +16.7% |
| YTD | -12.0% | -10.0% | -2.0% | -5.0% |
| 1Y | -3.7% | -7.7% | +3.9% | +1.9% |
| 3Y | +121.1% | +8.9% | +112.2% | +108.8% |
| 5Y | +47.8% | +6.0% | +41.8% | +43.4% |
| 10Y | +250.3% | +84.4% | +165.9% | +139.3% |
| All | +446.6% | +109.8% | +336.8% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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