+208.1%
COF vs QLD
+1,470.2%
-1,262.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -4.5% |
| 7D | -5.8% | -1.4% | -4.4% | -5.9% |
| 30D | -0.3% | -19.6% | +19.2% | +8.3% |
| 3M | -8.5% | -14.1% | +5.7% | -3.6% |
| 6M | +5.6% | -13.6% | +19.2% | +9.2% |
| YTD | -17.1% | +12.5% | -29.6% | -24.3% |
| 1Y | -7.4% | +13.1% | -20.6% | -15.9% |
| 3Y | +99.1% | +154.7% | -55.6% | +21.2% |
| 5Y | +39.5% | +81.1% | -41.6% | -8.8% |
| 10Y | +208.1% | +1,418.0% | -1,209.9% | -13.0% |
| All | +208.1% | +1,470.2% | -1,262.1% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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