+35.7%
COF vs O
+7.0%
+28.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -3.4% | -0.4% | -3.0% | -3.2% |
| 30D | +0.4% | +7.1% | -6.7% | -2.5% |
| 3M | -12.5% | -5.2% | -7.3% | -10.7% |
| 6M | +8.3% | -1.8% | +10.1% | +8.7% |
| YTD | -18.6% | +9.1% | -27.6% | -22.7% |
| 1Y | -8.6% | +9.7% | -18.3% | -13.5% |
| 3Y | +94.7% | +39.1% | +55.5% | +54.3% |
| All | +35.7% | +7.0% | +28.7% | +28.2% |
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