+175.7%
COF vs M
-7.1%
+182.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.3% |
| 7D | -3.4% | +7.0% | -10.4% | -5.6% |
| 30D | +0.4% | +8.9% | -8.5% | -2.8% |
| 3M | -12.5% | +4.5% | -17.0% | -14.4% |
| 6M | +8.3% | +36.2% | -27.9% | -3.3% |
| YTD | -18.6% | +15.1% | -33.7% | -23.6% |
| 1Y | -8.6% | +27.4% | -36.1% | -17.2% |
| 3Y | +94.7% | +160.1% | -65.5% | +29.5% |
| 5Y | +35.3% | -1.6% | +36.9% | +15.9% |
| All | +175.7% | -7.1% | +182.8% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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