+34.3%
COF vs IP
-15.4%
+49.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | -5.0% | -0.9% | -4.1% | -4.7% |
| 30D | -2.3% | +6.7% | -9.0% | -5.4% |
| 3M | -12.7% | -16.6% | +3.9% | -5.7% |
| 6M | +6.2% | +6.0% | +0.2% | +1.3% |
| YTD | -19.2% | -10.7% | -8.5% | -17.7% |
| 1Y | -11.5% | -6.7% | -4.8% | -12.0% |
| 3Y | +92.8% | +17.1% | +75.7% | +51.7% |
| 5Y | +34.3% | -14.6% | +48.9% | +36.1% |
| All | +34.3% | -15.4% | +49.7% | +36.1% |
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 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