+242.0%
COF vs PODD
+223.0%
+19.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.0% |
| 7D | -5.1% | -10.5% | +5.4% | -3.1% |
| 30D | -6.0% | -9.0% | +3.0% | -4.4% |
| 3M | +14.8% | -11.5% | +26.4% | +16.7% |
| 6M | +15.3% | -44.7% | +60.1% | +27.7% |
| YTD | -13.0% | -53.6% | +40.5% | -0.3% |
| 1Y | -5.7% | -61.0% | +55.2% | +11.5% |
| 3Y | +118.1% | -24.7% | +142.8% | +121.1% |
| 5Y | +46.2% | -55.5% | +101.7% | +59.6% |
| All | +242.0% | +223.0% | +19.0% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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