+242.0%
COF vs QID
-99.2%
+341.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | -0.2% |
| 7D | -5.1% | +1.3% | -6.4% | -4.6% |
| 30D | -6.0% | +2.9% | -9.0% | -4.7% |
| 3M | +14.8% | -0.7% | +15.5% | +15.7% |
| 6M | +15.3% | -29.7% | +45.0% | +0.9% |
| YTD | -13.0% | -27.9% | +14.8% | -22.5% |
| 1Y | -5.7% | -34.6% | +28.9% | -18.8% |
| 3Y | +118.1% | -73.5% | +191.7% | +40.6% |
| 5Y | +46.2% | -81.0% | +127.2% | -3.9% |
| All | +242.0% | -99.2% | +341.2% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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