+242.0%
COF vs PBR
+697.0%
-455.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -5.1% | +5.4% | -10.5% | -6.6% |
| 30D | -6.0% | +22.9% | -28.9% | -11.8% |
| 3M | +14.8% | +19.6% | -4.8% | +8.0% |
| 6M | +15.3% | +16.5% | -1.1% | +8.3% |
| YTD | -13.0% | +86.7% | -99.7% | -30.0% |
| 1Y | -5.7% | +74.7% | -80.4% | -22.8% |
| 3Y | +118.1% | +102.6% | +15.6% | +66.2% |
| 5Y | +46.2% | +566.6% | -520.4% | -31.3% |
| All | +242.0% | +697.0% | -455.0% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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