+56.2%
COF vs PL
+45.6%
+10.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -6.2% | +5.6% | -11.8% | -7.0% |
| 30D | -1.7% | -16.9% | +15.2% | -0.1% |
| 3M | -10.2% | -38.2% | +28.0% | -5.9% |
| 6M | +4.2% | -63.4% | +67.6% | +14.4% |
| YTD | -18.2% | -27.6% | +9.4% | -19.7% |
| 1Y | -9.7% | +6.6% | -16.3% | -16.8% |
| 3Y | +95.0% | +557.6% | -462.6% | +23.7% |
| 5Y | +36.8% | +39.5% | -2.6% | -4.0% |
| All | +56.2% | +45.6% | +10.6% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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