+252.4%
COF vs MOD
+1,504.3%
-1,251.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.3% |
| 7D | +1.2% | +6.3% | -5.1% | -0.4% |
| 30D | -1.4% | -1.7% | +0.3% | -1.2% |
| 3M | +19.0% | -30.1% | +49.1% | +28.5% |
| 6M | +14.9% | +2.7% | +12.2% | +9.4% |
| YTD | -10.7% | +44.1% | -54.8% | -23.7% |
| 1Y | -1.3% | +38.7% | -40.0% | -16.3% |
| 3Y | +124.3% | +309.8% | -185.5% | +23.5% |
| 5Y | +51.1% | +1,569.7% | -1,518.6% | -50.8% |
| 10Y | +252.4% | +1,520.5% | -1,268.1% | -12.2% |
| All | +252.4% | +1,504.3% | -1,251.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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