+50.0%
COF vs M
+27.6%
+22.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.8% |
| 7D | +1.2% | +2.4% | -1.1% | +0.6% |
| 30D | -1.4% | -11.6% | +10.2% | +2.1% |
| 3M | +19.0% | +1.6% | +17.4% | +17.9% |
| 6M | +14.9% | +25.2% | -10.3% | +6.7% |
| YTD | -10.7% | +3.8% | -14.4% | -12.6% |
| 1Y | -1.3% | +36.3% | -37.6% | -11.0% |
| 3Y | +124.3% | +116.3% | +8.0% | +62.0% |
| All | +50.0% | +27.6% | +22.4% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling