+5,292.0%
COF vs RF
+564.2%
+4,727.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.9% |
| 7D | -5.8% | -0.1% | -5.6% | -5.8% |
| 30D | -0.3% | +7.0% | -7.4% | -4.4% |
| 3M | -8.5% | -7.0% | -1.5% | -4.5% |
| 6M | +5.6% | +6.8% | -1.2% | +1.4% |
| YTD | -17.1% | +9.9% | -27.0% | -21.5% |
| 1Y | -7.4% | +21.1% | -28.5% | -17.2% |
| 3Y | +99.1% | +119.6% | -20.5% | +26.1% |
| 5Y | +39.5% | +46.2% | -6.7% | +11.3% |
| 10Y | +208.1% | +261.5% | -53.4% | +48.7% |
| All | +5,292.0% | +564.2% | +4,727.8% | +1,144.0% |
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