+5,709.6%
COF vs IT
+1,853.5%
+3,856.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.4% | +4.9% | -0.1% |
| 7D | +1.2% | -9.1% | +10.4% | +4.3% |
| 30D | -1.4% | -7.0% | +5.6% | +0.5% |
| 3M | +19.0% | +7.6% | +11.4% | +13.3% |
| 6M | +14.9% | +2.1% | +12.8% | +10.1% |
| YTD | -10.7% | -31.6% | +20.9% | -3.3% |
| 1Y | -1.3% | -29.9% | +28.6% | +5.3% |
| 3Y | +124.3% | -51.3% | +175.6% | +163.5% |
| 5Y | +51.1% | -44.8% | +95.9% | +68.5% |
| 10Y | +252.4% | +91.4% | +161.0% | +163.7% |
| All | +5,709.6% | +1,853.5% | +3,856.2% | +1,973.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 all: compounded portfolio wealth divided by compounded IT 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…
all analysis · Full analysis span regression · 6 months rolling