+242.0%
COF vs LOW
+233.5%
+8.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -5.1% | -3.7% | -1.4% | -2.9% |
| 30D | -6.0% | -8.9% | +2.8% | -0.6% |
| 3M | +14.8% | -10.4% | +25.2% | +22.3% |
| 6M | +15.3% | -19.4% | +34.7% | +30.6% |
| YTD | -13.0% | -17.1% | +4.1% | -3.9% |
| 1Y | -5.7% | -26.3% | +20.6% | +11.8% |
| 3Y | +118.1% | -9.9% | +128.0% | +122.7% |
| 5Y | +46.2% | +6.1% | +40.1% | +31.8% |
| All | +242.0% | +233.5% | +8.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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