+5,862.7%
COF vs PH
+11,975.1%
-6,112.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.8% | -3.1% | +4.9% | +3.9% |
| 30D | -0.6% | -3.2% | +2.7% | +1.2% |
| 3M | +20.3% | +10.6% | +9.7% | +11.9% |
| 6M | +13.0% | -2.1% | +15.2% | +13.3% |
| YTD | -8.3% | +10.2% | -18.5% | -15.1% |
| 1Y | -1.5% | +28.2% | -29.7% | -17.9% |
| 3Y | +122.3% | +134.9% | -12.6% | +22.3% |
| 5Y | +52.5% | +253.6% | -201.1% | -36.0% |
| 10Y | +264.9% | +804.7% | -539.8% | -16.0% |
| All | +5,862.7% | +11,975.1% | -6,112.3% | +353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling