+213.5%
COF vs P
+547.6%
-334.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.5% |
| 7D | -5.0% | +17.8% | -22.9% | -8.6% |
| 30D | -2.3% | -29.9% | +27.6% | +4.7% |
| 3M | -12.7% | -1.2% | -11.5% | -14.3% |
| 6M | +6.2% | +32.1% | -25.9% | -4.7% |
| YTD | -19.2% | +64.3% | -83.5% | -32.3% |
| 1Y | -11.5% | +24.3% | -35.8% | -21.9% |
| 3Y | +92.8% | +203.2% | -110.4% | +23.6% |
| 5Y | +34.3% | +290.4% | -256.1% | -22.5% |
| 10Y | +183.0% | +680.9% | -497.9% | +27.0% |
| All | +213.5% | +547.6% | -334.1% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling