+273.3%
COF vs MKTX
+1,442.6%
-1,169.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | +14.8% | +40.8% | -26.0% | +0.4% |
| 6M | +15.3% | -8.0% | +23.3% | +16.1% |
| YTD | -13.0% | -8.7% | -4.3% | -12.6% |
| 1Y | -5.7% | -11.8% | +6.1% | -4.5% |
| 3Y | +118.1% | -24.0% | +142.2% | +120.1% |
| 5Y | +46.2% | -60.3% | +106.5% | +81.0% |
| 10Y | +246.1% | +5.0% | +241.1% | +168.6% |
| All | +273.3% | +1,442.6% | -1,169.4% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling