+43.1%
COF vs O
+15.7%
+27.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -2.9% | -2.3% | -4.0% |
| 30D | -6.0% | -4.5% | -1.5% | -4.3% |
| 3M | +14.8% | -2.6% | +17.5% | +15.9% |
| 6M | +15.3% | -5.6% | +21.0% | +17.7% |
| YTD | -13.0% | +9.3% | -22.3% | -17.4% |
| 1Y | -5.7% | +4.3% | -10.0% | -8.6% |
| 3Y | +118.1% | +27.4% | +90.7% | +84.6% |
| All | +43.1% | +15.7% | +27.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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