+188.1%
COF vs IR
+332.9%
-144.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.4% | +2.5% | -5.9% | -4.9% |
| 30D | +0.4% | +9.2% | -8.8% | -5.2% |
| 3M | -12.5% | +0.9% | -13.5% | -13.6% |
| 6M | +8.3% | +19.2% | -10.9% | -3.7% |
| YTD | -18.6% | +7.5% | -26.0% | -23.9% |
| 1Y | -8.6% | +11.7% | -20.4% | -16.7% |
| 3Y | +94.7% | +23.9% | +70.8% | +62.7% |
| 5Y | +35.3% | +46.4% | -11.0% | +0.5% |
| All | +188.1% | +332.9% | -144.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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