-8.7%
COF vs IRE
-98.1%
+89.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.4% | +15.1% | +1.0% |
| 7D | -3.4% | -31.8% | +28.5% | -2.9% |
| 30D | +0.4% | -71.8% | +72.1% | +1.7% |
| 3M | -12.5% | -88.9% | +76.4% | -10.5% |
| 6M | +8.3% | -95.4% | +103.7% | +11.4% |
| YTD | -18.6% | -94.2% | +75.7% | -18.1% |
| 1Y | -8.6% | -97.1% | +88.5% | -7.6% |
| All | -8.7% | -98.1% | +89.4% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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