+264.2%
COF vs IP
+23.4%
+240.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.7% |
| 7D | +1.8% | -5.3% | +7.1% | +5.1% |
| 30D | -0.6% | -10.9% | +10.3% | +6.3% |
| 3M | +20.3% | +11.2% | +9.1% | +10.7% |
| 6M | +13.0% | -10.2% | +23.2% | +17.1% |
| YTD | -8.3% | -2.0% | -6.3% | -11.3% |
| 1Y | -1.5% | -19.1% | +17.6% | +6.4% |
| 3Y | +122.3% | +20.9% | +101.4% | +66.6% |
| 5Y | +52.5% | -17.8% | +70.3% | +52.2% |
| All | +264.2% | +23.4% | +240.8% | +135.1% |
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