+287.1%
COF vs ITOT
+879.4%
-592.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.1% | -0.8% |
| 7D | -6.1% | -2.0% | -4.0% | -2.9% |
| 30D | -5.2% | -2.0% | -3.2% | -2.1% |
| 3M | +17.0% | +4.5% | +12.5% | +9.1% |
| 6M | +12.9% | +12.6% | +0.3% | -6.6% |
| YTD | -13.5% | +12.0% | -25.5% | -27.6% |
| 1Y | -5.9% | +17.3% | -23.1% | -26.7% |
| 3Y | +117.1% | +75.2% | +41.9% | -10.0% |
| 5Y | +45.4% | +74.0% | -28.6% | -38.8% |
| 10Y | +244.1% | +298.6% | -54.5% | -61.6% |
| All | +287.1% | +879.4% | -592.4% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling