+242.0%
COF vs PH
+820.2%
-578.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.7% |
| 7D | -5.1% | -1.3% | -3.9% | -4.2% |
| 30D | -6.0% | -11.0% | +4.9% | +2.7% |
| 3M | +14.8% | +5.5% | +9.3% | +9.3% |
| 6M | +15.3% | +1.5% | +13.9% | +12.3% |
| YTD | -13.0% | +8.8% | -21.8% | -20.0% |
| 1Y | -5.7% | +24.5% | -30.2% | -22.7% |
| 3Y | +118.1% | +141.2% | -23.0% | +2.7% |
| 5Y | +46.2% | +256.3% | -210.1% | -50.8% |
| All | +242.0% | +820.2% | -578.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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