+175.7%
COF vs RF
+223.4%
-47.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | -0.2% |
| 7D | -3.4% | +1.9% | -5.3% | -4.9% |
| 30D | +0.4% | +7.3% | -7.0% | -5.3% |
| 3M | -12.5% | -7.9% | -4.6% | -6.6% |
| 6M | +8.3% | +10.5% | -2.2% | -0.5% |
| YTD | -18.6% | +9.6% | -28.2% | -24.6% |
| 1Y | -8.6% | +20.3% | -28.9% | -21.5% |
| 3Y | +94.7% | +119.5% | -24.9% | +2.7% |
| 5Y | +35.3% | +48.2% | -12.9% | -4.9% |
| All | +175.7% | +223.4% | -47.7% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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