+58.4%
COF vs PL
+46.6%
+11.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.5% | -16.1% | -3.2% |
| 7D | -5.8% | +10.9% | -16.7% | -7.1% |
| 30D | -0.3% | -16.4% | +16.0% | +1.2% |
| 3M | -8.5% | -39.9% | +31.5% | -3.7% |
| 6M | +5.6% | -63.2% | +68.8% | +15.9% |
| YTD | -17.1% | -27.1% | +10.0% | -18.6% |
| 1Y | -7.4% | +12.2% | -19.6% | -15.2% |
| 3Y | +99.1% | +584.3% | -485.2% | +25.5% |
| 5Y | +39.5% | +37.0% | +2.5% | -1.8% |
| All | +58.4% | +46.6% | +11.7% | +10.3% |
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