+242.0%
COF vs QSR
+135.2%
+106.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | -5.1% | -4.0% | -1.1% | -2.7% |
| 30D | -6.0% | +2.8% | -8.8% | -7.7% |
| 3M | +14.8% | +5.1% | +9.7% | +10.8% |
| 6M | +15.3% | +8.8% | +6.5% | +8.1% |
| YTD | -13.0% | +14.8% | -27.9% | -21.6% |
| 1Y | -5.7% | +25.7% | -31.4% | -20.0% |
| 3Y | +118.1% | +27.5% | +90.6% | +75.7% |
| 5Y | +46.2% | +41.3% | +5.0% | +8.1% |
| All | +242.0% | +135.2% | +106.8% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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