+5,862.7%
COF vs RF
+598.4%
+5,264.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +1.8% | +1.3% | +0.5% | +1.0% |
| 30D | -0.6% | -3.6% | +3.0% | +1.6% |
| 3M | +20.3% | +8.1% | +12.2% | +14.8% |
| 6M | +13.0% | +11.5% | +1.5% | +5.9% |
| YTD | -8.3% | +15.6% | -23.9% | -15.7% |
| 1Y | -1.5% | +15.7% | -17.1% | -9.4% |
| 3Y | +122.3% | +86.9% | +35.4% | +53.5% |
| 5Y | +52.5% | +89.8% | -37.3% | +4.6% |
| 10Y | +264.9% | +344.7% | -79.8% | +56.9% |
| All | +5,862.7% | +598.4% | +5,264.4% | +1,235.9% |
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