+242.0%
COF vs M
-3.0%
+245.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.7% | -7.1% | -1.9% |
| 7D | -5.1% | -4.2% | -0.9% | -4.0% |
| 30D | -6.0% | -7.2% | +1.2% | -3.9% |
| 3M | +14.8% | -11.1% | +26.0% | +18.6% |
| 6M | +15.3% | +28.8% | -13.5% | +5.2% |
| YTD | -13.0% | +2.0% | -15.1% | -14.8% |
| 1Y | -5.7% | +31.3% | -37.0% | -15.1% |
| 3Y | +118.1% | +119.1% | -0.9% | +53.5% |
| 5Y | +46.2% | +29.7% | +16.6% | +13.2% |
| All | +242.0% | -3.0% | +245.0% | +95.6% |
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