+45.4%
COF vs IRM
+186.9%
-141.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.0% |
| 7D | -6.1% | -1.8% | -4.3% | -5.4% |
| 30D | -5.2% | -7.8% | +2.6% | -2.4% |
| 3M | +17.0% | -7.9% | +24.9% | +20.1% |
| 6M | +12.9% | +6.3% | +6.6% | +8.9% |
| YTD | -13.5% | +38.2% | -51.7% | -25.7% |
| 1Y | -5.9% | +19.8% | -25.7% | -14.6% |
| 3Y | +117.1% | +98.8% | +18.4% | +42.3% |
| 5Y | +45.4% | +191.8% | -146.4% | -21.6% |
| All | +45.4% | +186.9% | -141.5% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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