+261.7%
COF vs PR
+98.7%
+162.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | +1.8% | +2.9% | -1.1% | +1.3% |
| 30D | -0.6% | +18.0% | -18.6% | -3.2% |
| 3M | +20.3% | +16.9% | +3.4% | +16.8% |
| 6M | +13.0% | +28.2% | -15.2% | +7.6% |
| YTD | -8.3% | +69.3% | -77.7% | -16.6% |
| 1Y | -1.5% | +69.5% | -71.0% | -10.6% |
| 3Y | +122.3% | +81.7% | +40.6% | +97.6% |
| 5Y | +52.5% | +422.2% | -369.8% | +12.7% |
| All | +261.7% | +98.7% | +162.9% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling