+404.6%
COF vs MSCI
+3,147.7%
-2,743.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.0% |
| 7D | -5.0% | -0.7% | -4.4% | -4.7% |
| 30D | -2.3% | +16.2% | -18.4% | -10.2% |
| 3M | -12.7% | +16.1% | -28.8% | -19.9% |
| 6M | +6.2% | +12.9% | -6.7% | -2.2% |
| YTD | -19.2% | +14.8% | -34.0% | -26.9% |
| 1Y | -11.5% | +13.8% | -25.3% | -19.6% |
| 3Y | +92.8% | +31.2% | +61.6% | +55.6% |
| 5Y | +34.3% | +5.6% | +28.8% | +18.2% |
| 10Y | +183.0% | +806.4% | -623.4% | -34.6% |
| All | +404.6% | +3,147.7% | -2,743.1% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling