+188.1%
COF vs PR
+72.8%
+115.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | +0.2% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -2.0% | -4.6% | +2.6% | -1.5% |
| 3M | -9.7% | +4.7% | -14.4% | -10.7% |
| 6M | +8.0% | +12.4% | -4.4% | +5.2% |
| YTD | -17.7% | +62.9% | -80.6% | -24.9% |
| 1Y | -9.3% | +70.6% | -79.9% | -18.0% |
| 3Y | +96.3% | +90.0% | +6.3% | +73.3% |
| 5Y | +37.0% | +255.5% | -218.5% | +6.5% |
| 10Y | +188.1% | +78.7% | +109.4% | +95.3% |
| All | +188.1% | +72.8% | +115.3% | +95.3% |
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