-5.3%
COF vs Q
+79.8%
-85.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.1% |
| 7D | -5.1% | +4.9% | -10.1% | -6.0% |
| 30D | -6.0% | -11.0% | +5.0% | -4.1% |
| 3M | +14.8% | -15.2% | +30.0% | +17.1% |
| 6M | +15.3% | +8.8% | +6.5% | +8.5% |
| YTD | -13.0% | +55.1% | -68.1% | -25.9% |
| All | -5.3% | +79.8% | -85.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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