+205.9%
COF vs IR
+271.9%
-66.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | -6.1% | -3.1% | -3.0% | -4.3% |
| 30D | -5.2% | -14.0% | +8.9% | +3.8% |
| 3M | +17.0% | +3.7% | +13.3% | +14.0% |
| 6M | +12.9% | -15.4% | +28.3% | +23.6% |
| YTD | -13.5% | -7.7% | -5.9% | -10.8% |
| 1Y | -5.9% | -8.8% | +3.0% | -2.5% |
| 3Y | +117.1% | +5.6% | +111.5% | +100.7% |
| 5Y | +45.4% | +34.3% | +11.1% | +14.4% |
| All | +205.9% | +271.9% | -66.0% | +50.5% |
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