+245.6%
COF vs QS
-46.4%
+292.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | +0.4% |
| 7D | -5.1% | -3.6% | -1.5% | -4.9% |
| 30D | -6.0% | -17.2% | +11.2% | -4.6% |
| 3M | +14.8% | -27.0% | +41.8% | +17.2% |
| 6M | +15.3% | -24.6% | +39.9% | +16.9% |
| YTD | -13.0% | -49.3% | +36.3% | -9.2% |
| 1Y | -5.7% | -40.3% | +34.6% | -3.9% |
| 3Y | +118.1% | -23.8% | +141.9% | +106.0% |
| 5Y | +46.2% | -75.0% | +121.2% | +41.8% |
| All | +245.6% | -46.4% | +292.0% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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