+41.7%
COF vs IP
-12.0%
+53.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -1.5% | -5.1% | +3.6% | +0.8% |
| 30D | +3.0% | +8.5% | -5.5% | -0.9% |
| 3M | -7.9% | -13.8% | +5.9% | -2.0% |
| 6M | +5.2% | +5.7% | -0.5% | +0.6% |
| YTD | -15.7% | -9.1% | -6.6% | -14.8% |
| 1Y | -5.5% | -0.8% | -4.7% | -8.9% |
| 3Y | +100.5% | +14.8% | +85.7% | +61.2% |
| All | +41.7% | -12.0% | +53.8% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling