-5.1%
COF vs ROP
+10.4%
-15.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.1% | -2.0% |
| 7D | +0.7% | +11.7% | -11.0% | -1.8% |
| 30D | +5.7% | +35.5% | -29.7% | -1.8% |
| 3M | -6.7% | +25.6% | -32.3% | -11.7% |
| 6M | +9.5% | +39.3% | -29.8% | +0.5% |
| YTD | -13.9% | +11.6% | -25.5% | -15.3% |
| 1Y | -5.1% | +10.6% | -15.7% | -6.0% |
| All | -5.1% | +10.4% | -15.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling