+47.8%
COF vs IR
+40.4%
+7.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.2% |
| 7D | -2.7% | -1.9% | -0.8% | -1.5% |
| 30D | -3.4% | -15.0% | +11.7% | +7.1% |
| 3M | +15.4% | -0.4% | +15.8% | +15.1% |
| 6M | +14.4% | -15.0% | +29.5% | +25.4% |
| YTD | -12.0% | -7.1% | -4.9% | -9.7% |
| 1Y | -3.7% | -7.5% | +3.8% | -1.4% |
| 3Y | +121.1% | +6.3% | +114.8% | +97.1% |
| 5Y | +47.8% | +37.3% | +10.5% | +4.3% |
| All | +47.8% | +40.4% | +7.4% | +4.3% |
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