+35.7%
COF vs IR
+46.0%
-10.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -3.4% | +2.5% | -5.9% | -5.0% |
| 30D | +0.4% | +9.2% | -8.8% | -5.4% |
| 3M | -12.5% | +0.9% | -13.5% | -13.6% |
| 6M | +8.3% | +19.2% | -10.9% | -4.4% |
| YTD | -18.6% | +7.5% | -26.0% | -24.4% |
| 1Y | -8.6% | +11.7% | -20.4% | -17.4% |
| 3Y | +94.7% | +23.9% | +70.8% | +56.1% |
| All | +35.7% | +46.0% | -10.3% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling