+242.0%
COF vs OMC
+34.2%
+207.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.9% |
| 7D | -5.1% | -4.4% | -0.8% | -2.3% |
| 30D | -6.0% | -7.6% | +1.6% | -1.4% |
| 3M | +14.8% | +4.5% | +10.3% | +9.9% |
| 6M | +15.3% | -0.3% | +15.6% | +13.6% |
| YTD | -13.0% | -0.1% | -12.9% | -16.4% |
| 1Y | -5.7% | +4.6% | -10.3% | -13.5% |
| 3Y | +118.1% | +10.5% | +107.7% | +84.9% |
| 5Y | +46.2% | +31.7% | +14.5% | +3.9% |
| All | +242.0% | +34.2% | +207.8% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling