+472.4%
COF vs MSCI
+2,756.4%
-2,284.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | -0.6% | +0.6% | -1.1% | -1.0% |
| 3M | +20.3% | -7.1% | +27.4% | +23.9% |
| 6M | +13.0% | +0.8% | +12.2% | +10.8% |
| YTD | -8.3% | +1.0% | -9.3% | -10.7% |
| 1Y | -1.5% | +4.3% | -5.8% | -6.5% |
| 3Y | +122.3% | +9.9% | +112.3% | +98.2% |
| 5Y | +52.5% | -6.8% | +59.3% | +43.3% |
| 10Y | +264.9% | +614.7% | -349.8% | -3.2% |
| All | +472.4% | +2,756.4% | -2,284.0% | -43.2% |
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 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