+175.7%
COF vs IP
+20.8%
+154.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | -0.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | +0.4% | +7.9% | -7.6% | -4.6% |
| 3M | -12.5% | -15.3% | +2.8% | -4.2% |
| 6M | +8.3% | +10.5% | -2.2% | -1.2% |
| YTD | -18.6% | -9.4% | -9.2% | -18.0% |
| 1Y | -8.6% | -4.6% | -4.0% | -11.3% |
| 3Y | +94.7% | +21.2% | +73.4% | +42.7% |
| 5Y | +35.3% | -13.3% | +48.7% | +27.1% |
| All | +175.7% | +20.8% | +154.9% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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 · 6 months rolling