+15.9%
COF vs INIO
-38.1%
+53.9%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.3% | +0.1% |
| 7D | -5.1% | -2.0% | -3.1% | -4.9% |
| 30D | -6.0% | -27.9% | +21.9% | -2.7% |
| 3M | +14.8% | -39.0% | +53.8% | +21.7% |
| All | +15.9% | -38.1% | +53.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 10y: compounded portfolio wealth divided by compounded INIO 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…
10y analysis · Full analysis span regression · Available span rolling