+175.7%
COF vs JD
+31.5%
+144.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.5% |
| 7D | -3.4% | -4.1% | +0.8% | -2.7% |
| 30D | +0.4% | +4.6% | -4.2% | -0.5% |
| 3M | -12.5% | -4.7% | -7.8% | -11.9% |
| 6M | +8.3% | -17.4% | +25.7% | +11.5% |
| YTD | -18.6% | +0.7% | -19.3% | -19.3% |
| 1Y | -8.6% | -5.9% | -2.7% | -8.4% |
| 3Y | +94.7% | +18.9% | +75.8% | +79.7% |
| 5Y | +35.3% | -62.9% | +98.3% | +48.2% |
| All | +175.7% | +31.5% | +144.2% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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