+255.7%
COF vs P
+485.4%
-229.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +1.8% | +6.5% | -4.7% | +0.3% |
| 30D | -0.6% | +18.8% | -19.4% | -5.2% |
| 3M | +20.3% | +26.7% | -6.5% | +11.9% |
| 6M | +13.0% | +62.2% | -49.2% | -2.6% |
| YTD | -8.3% | +48.5% | -56.8% | -19.9% |
| 1Y | -1.5% | +26.4% | -27.9% | -12.5% |
| 3Y | +122.3% | +159.4% | -37.2% | +50.7% |
| 5Y | +52.5% | +275.8% | -223.3% | -9.9% |
| 10Y | +264.9% | +732.0% | -467.1% | +67.6% |
| All | +255.7% | +485.4% | -229.7% | +64.4% |
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 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