+413.8%
COF vs MSCI
+3,197.7%
-2,783.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -4.5% | -1.9% | -2.6% | -3.5% |
| 30D | -2.0% | +16.5% | -18.5% | -10.1% |
| 3M | -9.7% | +18.2% | -27.9% | -18.0% |
| 6M | +8.0% | +14.0% | -6.0% | -1.1% |
| YTD | -17.7% | +16.6% | -34.3% | -26.2% |
| 1Y | -9.3% | +14.8% | -24.1% | -18.0% |
| 3Y | +96.3% | +33.3% | +63.0% | +57.1% |
| 5Y | +37.0% | +9.1% | +27.9% | +18.3% |
| 10Y | +188.1% | +820.4% | -632.3% | -33.9% |
| All | +413.8% | +3,197.7% | -2,783.9% | -53.1% |
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