+188.1%
COF vs P
+686.0%
-497.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -0.4% |
| 7D | -4.5% | -4.7% | +0.3% | -3.8% |
| 30D | -2.0% | -31.4% | +29.4% | +6.0% |
| 3M | -9.7% | -2.6% | -7.1% | -11.3% |
| 6M | +8.0% | +21.9% | -13.9% | -1.8% |
| YTD | -17.7% | +58.9% | -76.7% | -31.3% |
| 1Y | -9.3% | +21.7% | -31.1% | -20.3% |
| 3Y | +96.3% | +193.3% | -97.0% | +21.8% |
| 5Y | +37.0% | +275.1% | -238.2% | -24.5% |
| 10Y | +188.1% | +655.3% | -467.2% | +17.9% |
| All | +188.1% | +686.0% | -497.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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