+5,862.8%
COF vs O
+5,560.8%
+302.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | +1.8% | -0.7% | +2.6% | +2.4% |
| 30D | -0.6% | -1.9% | +1.3% | +0.7% |
| 3M | +20.3% | +3.8% | +16.5% | +16.6% |
| 6M | +13.0% | -4.7% | +17.8% | +16.0% |
| YTD | -8.3% | +12.5% | -20.8% | -16.7% |
| 1Y | -1.5% | +10.8% | -12.3% | -9.8% |
| 3Y | +122.3% | +28.8% | +93.5% | +76.9% |
| 5Y | +52.5% | +13.2% | +39.3% | +32.2% |
| 10Y | +264.9% | +53.5% | +211.4% | +141.0% |
| All | +5,862.8% | +5,560.8% | +302.0% | +589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling