+283.7%
COF vs PODD
+736.9%
-453.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +1.0% | -1.5% |
| 7D | +1.2% | -4.1% | +5.4% | +2.6% |
| 30D | -1.4% | +0.8% | -2.2% | -1.7% |
| 3M | +19.0% | -6.1% | +25.1% | +19.7% |
| 6M | +14.9% | -40.0% | +54.8% | +31.2% |
| YTD | -10.7% | -49.9% | +39.3% | +7.9% |
| 1Y | -1.3% | -59.3% | +58.0% | +26.4% |
| 3Y | +124.3% | -17.2% | +141.5% | +118.4% |
| 5Y | +51.1% | -53.0% | +104.1% | +66.7% |
| 10Y | +252.4% | +226.1% | +26.3% | +70.8% |
| All | +283.7% | +736.9% | -453.2% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling