+175.7%
COF vs ROL
+221.5%
-45.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.1% |
| 7D | -3.4% | +3.0% | -6.3% | -4.3% |
| 30D | +0.4% | +19.8% | -19.4% | -5.8% |
| 3M | -12.5% | +7.9% | -20.4% | -15.1% |
| 6M | +8.3% | -25.6% | +33.9% | +19.0% |
| YTD | -18.6% | -34.1% | +15.6% | -6.9% |
| 1Y | -8.6% | -31.4% | +22.8% | +2.8% |
| 3Y | +94.7% | +4.7% | +90.0% | +81.7% |
| 5Y | +35.3% | +15.6% | +19.7% | +18.2% |
| All | +175.7% | +221.5% | -45.8% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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