+5,862.8%
COF vs IP
+220.0%
+5,642.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.7% |
| 7D | +1.8% | -5.3% | +7.1% | +4.9% |
| 30D | -0.6% | -10.9% | +10.3% | +5.8% |
| 3M | +20.3% | +11.2% | +9.1% | +11.5% |
| 6M | +13.0% | -10.2% | +23.2% | +16.6% |
| YTD | -8.3% | -2.0% | -6.3% | -10.9% |
| 1Y | -1.5% | -19.1% | +17.6% | +5.4% |
| 3Y | +122.3% | +20.9% | +101.4% | +78.0% |
| 5Y | +52.5% | -17.8% | +70.3% | +53.1% |
| 10Y | +264.9% | +23.5% | +241.4% | +185.6% |
| All | +5,862.8% | +220.0% | +5,642.8% | +2,032.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling