+248.3%
COF vs OPEN
-70.7%
+319.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.8% | -4.3% | +6.1% | +2.2% |
| 30D | -0.6% | -16.2% | +15.7% | +0.8% |
| 3M | +20.3% | -36.4% | +56.7% | +24.2% |
| 6M | +13.0% | -35.5% | +48.5% | +16.1% |
| YTD | -8.3% | -46.0% | +37.6% | -4.8% |
| 1Y | -1.5% | -47.1% | +45.7% | -0.7% |
| 3Y | +122.3% | -19.0% | +141.3% | +95.5% |
| 5Y | +52.5% | -83.6% | +136.1% | +31.4% |
| All | +248.3% | -70.7% | +319.0% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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