+43.1%
COF vs MKTX
-60.5%
+103.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -6.0% | +0.7% | -6.8% | -6.1% |
| 3M | +14.8% | +40.8% | -26.0% | +8.6% |
| 6M | +15.3% | -8.0% | +23.3% | +16.7% |
| YTD | -13.0% | -8.7% | -4.3% | -12.1% |
| 1Y | -5.7% | -11.8% | +6.1% | -4.2% |
| 3Y | +118.1% | -24.0% | +142.2% | +118.6% |
| All | +43.1% | -60.5% | +103.6% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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