+1,691.4%
COF vs PLD
+1,632.8%
+58.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -3.3% |
| 7D | -5.8% | +0.7% | -6.5% | -6.3% |
| 30D | -0.3% | +0.8% | -1.2% | -1.0% |
| 3M | -8.5% | -6.1% | -2.4% | -5.2% |
| 6M | +5.6% | -8.0% | +13.6% | +10.2% |
| YTD | -17.1% | +4.7% | -21.8% | -20.3% |
| 1Y | -7.4% | +7.2% | -14.6% | -12.3% |
| 3Y | +99.1% | +39.2% | +59.9% | +56.3% |
| 5Y | +39.5% | +1.9% | +37.6% | +29.4% |
| 10Y | +208.1% | +256.8% | -48.7% | +29.0% |
| All | +1,691.4% | +1,632.8% | +58.7% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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