+242.0%
COF vs MAR
+450.9%
-208.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.6% |
| 7D | -5.1% | -0.5% | -4.6% | -4.8% |
| 30D | -6.0% | -5.4% | -0.6% | -2.4% |
| 3M | +14.8% | -15.5% | +30.3% | +27.8% |
| 6M | +15.3% | +3.0% | +12.4% | +11.6% |
| YTD | -13.0% | +8.5% | -21.6% | -19.2% |
| 1Y | -5.7% | +26.0% | -31.7% | -21.4% |
| 3Y | +118.1% | +68.6% | +49.5% | +47.7% |
| 5Y | +46.2% | +157.4% | -111.2% | -27.9% |
| All | +242.0% | +450.9% | -208.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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