+5,381.3%
COF vs RF
+549.9%
+4,831.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -1.5% | -0.9% | -0.5% | -0.9% |
| 30D | +3.0% | +6.0% | -3.0% | -0.5% |
| 3M | -7.9% | -8.9% | +1.0% | -2.7% |
| 6M | +5.2% | +2.3% | +2.9% | +3.7% |
| YTD | -15.7% | +7.6% | -23.3% | -19.1% |
| 1Y | -5.5% | +21.2% | -26.6% | -15.5% |
| 3Y | +100.5% | +108.5% | -8.0% | +31.1% |
| 5Y | +42.3% | +43.2% | -0.9% | +15.0% |
| 10Y | +228.7% | +288.1% | -59.3% | +52.9% |
| All | +5,381.3% | +549.9% | +4,831.4% | +1,181.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling