+51.1%
COF vs P
+283.1%
-232.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | +1.2% | +7.8% | -6.6% | -0.3% |
| 30D | -1.4% | +12.3% | -13.7% | -4.1% |
| 3M | +19.0% | +37.1% | -18.1% | +10.5% |
| 6M | +14.9% | +66.1% | -51.2% | +0.8% |
| YTD | -10.7% | +50.9% | -61.6% | -20.5% |
| 1Y | -1.3% | +27.2% | -28.5% | -10.8% |
| 3Y | +124.3% | +158.7% | -34.4% | +55.5% |
| 5Y | +51.1% | +291.1% | -240.0% | -10.5% |
| All | +51.1% | +283.1% | -232.0% | -10.5% |
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