+618.2%
COF vs PSLV
+109.5%
+508.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -5.1% | -3.5% | -1.7% | -4.9% |
| 30D | -6.0% | -2.1% | -3.9% | -5.9% |
| 3M | +14.8% | -1.6% | +16.5% | +14.8% |
| 6M | +15.3% | -25.5% | +40.8% | +17.7% |
| YTD | -13.0% | -11.4% | -1.6% | -13.9% |
| 1Y | -5.7% | +48.6% | -54.3% | -11.7% |
| 3Y | +118.1% | +166.9% | -48.7% | +91.2% |
| 5Y | +46.2% | +152.4% | -106.2% | +27.8% |
| 10Y | +246.1% | +187.8% | +58.3% | +190.9% |
| All | +618.2% | +109.5% | +508.7% | +479.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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