+242.0%
COF vs ITW
+194.8%
+47.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | -0.4% |
| 7D | -5.1% | -0.7% | -4.4% | -4.5% |
| 30D | -6.0% | -8.3% | +2.3% | +1.7% |
| 3M | +14.8% | +6.0% | +8.8% | +8.4% |
| 6M | +15.3% | 0.0% | +15.3% | +14.7% |
| YTD | -13.0% | +10.2% | -23.3% | -21.4% |
| 1Y | -5.7% | +3.2% | -8.9% | -9.9% |
| 3Y | +118.1% | +21.0% | +97.2% | +79.4% |
| 5Y | +46.2% | +37.9% | +8.3% | +5.3% |
| All | +242.0% | +194.8% | +47.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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