+43.1%
COF vs ITOT
+74.3%
-31.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | -0.6% |
| 7D | -5.1% | -0.9% | -4.2% | -3.9% |
| 30D | -6.0% | -1.5% | -4.6% | -4.1% |
| 3M | +14.8% | +3.6% | +11.3% | +9.6% |
| 6M | +15.3% | +13.7% | +1.6% | -3.1% |
| YTD | -13.0% | +12.9% | -26.0% | -26.0% |
| 1Y | -5.7% | +17.2% | -22.9% | -23.6% |
| 3Y | +118.1% | +75.6% | +42.5% | +5.4% |
| All | +43.1% | +74.3% | -31.2% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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