+240.0%
COF vs ROP
+135.7%
+104.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -6.1% | -8.0% | +1.9% | -0.6% |
| 30D | -5.2% | -2.7% | -2.4% | -3.5% |
| 3M | +17.0% | +16.6% | +0.4% | +3.6% |
| 6M | +12.9% | +10.4% | +2.5% | +3.3% |
| YTD | -13.5% | -12.1% | -1.5% | -7.3% |
| 1Y | -5.9% | -23.6% | +17.8% | +11.7% |
| 3Y | +117.1% | -19.3% | +136.5% | +144.2% |
| 5Y | +45.4% | -15.4% | +60.8% | +55.0% |
| All | +240.0% | +135.7% | +104.4% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling