+252.4%
COF vs PR
+101.2%
+151.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.8% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -1.4% | +17.4% | -18.8% | -4.0% |
| 3M | +19.0% | +21.8% | -2.7% | +14.9% |
| 6M | +14.9% | +27.6% | -12.7% | +9.5% |
| YTD | -10.7% | +71.4% | -82.1% | -18.9% |
| 1Y | -1.3% | +78.3% | -79.6% | -11.2% |
| 3Y | +124.3% | +85.5% | +38.8% | +98.8% |
| 5Y | +51.1% | +422.7% | -371.5% | +11.7% |
| 10Y | +252.4% | +87.1% | +165.2% | +133.7% |
| All | +252.4% | +101.2% | +151.2% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling