+47.8%
COF vs MSCI
-11.2%
+59.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -2.7% | -1.1% | -1.6% | -2.2% |
| 30D | -3.4% | -1.2% | -2.2% | -3.0% |
| 3M | +15.4% | -8.4% | +23.8% | +18.9% |
| 6M | +14.4% | -1.0% | +15.5% | +13.6% |
| YTD | -12.0% | -2.3% | -9.7% | -12.5% |
| 1Y | -3.7% | -1.2% | -2.6% | -5.3% |
| 3Y | +121.1% | +7.9% | +113.1% | +103.9% |
| 5Y | +47.8% | -10.1% | +57.9% | +29.2% |
| All | +47.8% | -11.2% | +59.0% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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