+43.1%
COF vs QSR
+40.5%
+2.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -5.1% | -4.0% | -1.1% | -3.4% |
| 30D | -6.0% | +2.8% | -8.8% | -7.2% |
| 3M | +14.8% | +5.1% | +9.7% | +11.9% |
| 6M | +15.3% | +8.8% | +6.5% | +10.0% |
| YTD | -13.0% | +14.8% | -27.9% | -19.5% |
| 1Y | -5.7% | +25.7% | -31.4% | -16.7% |
| 3Y | +118.1% | +27.5% | +90.6% | +82.7% |
| All | +43.1% | +40.5% | +2.6% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling