+5,625.4%
COF vs LOW
+5,965.6%
-340.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.8% |
| 7D | -2.7% | -0.6% | -2.0% | -2.3% |
| 30D | -3.4% | -9.3% | +5.9% | +2.0% |
| 3M | +15.4% | -8.1% | +23.5% | +20.6% |
| 6M | +14.4% | -19.8% | +34.2% | +28.8% |
| YTD | -12.0% | -16.4% | +4.4% | -3.8% |
| 1Y | -3.7% | -24.7% | +20.9% | +11.4% |
| 3Y | +121.1% | -8.8% | +129.9% | +125.4% |
| 5Y | +47.8% | +7.8% | +40.0% | +35.5% |
| 10Y | +250.3% | +233.8% | +16.5% | +61.7% |
| All | +5,625.4% | +5,965.6% | -340.1% | +646.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling