+36.8%
COF vs MSCI
+7.0%
+29.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.1% |
| 7D | -6.2% | +2.7% | -8.8% | -7.3% |
| 30D | -1.7% | +16.2% | -18.0% | -8.0% |
| 3M | -10.2% | +17.1% | -27.3% | -16.4% |
| 6M | +4.2% | +13.0% | -8.8% | -2.3% |
| YTD | -18.2% | +15.8% | -34.0% | -24.6% |
| 1Y | -9.7% | +15.5% | -25.2% | -16.7% |
| 3Y | +95.0% | +32.3% | +62.7% | +63.5% |
| 5Y | +36.8% | +8.2% | +28.7% | +12.2% |
| All | +36.8% | +7.0% | +29.8% | +12.2% |
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