+39.5%
COF vs P
+256.2%
-216.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.3% | -7.9% | -2.7% |
| 7D | -5.8% | -9.6% | +3.8% | -4.4% |
| 30D | -0.3% | -33.4% | +33.1% | +6.3% |
| 3M | -8.5% | +14.2% | -22.7% | -12.6% |
| 6M | +5.6% | +31.6% | -26.0% | -3.5% |
| YTD | -17.1% | +53.5% | -70.6% | -27.5% |
| 1Y | -7.4% | +14.2% | -21.6% | -15.0% |
| 3Y | +99.1% | +190.5% | -91.4% | +32.0% |
| 5Y | +39.5% | +256.3% | -216.8% | -16.4% |
| All | +39.5% | +256.2% | -216.7% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling