+118.1%
COF vs ROP
-19.1%
+137.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | -4.6% | -0.5% | -3.0% |
| 30D | -6.0% | -1.7% | -4.3% | -5.4% |
| 3M | +14.8% | +17.1% | -2.2% | +5.1% |
| 6M | +15.3% | +10.9% | +4.5% | +8.5% |
| YTD | -13.0% | -12.1% | -1.0% | -6.5% |
| 1Y | -5.7% | -24.2% | +18.5% | +11.5% |
| 3Y | +118.1% | -20.4% | +138.5% | +151.9% |
| All | +118.1% | -19.1% | +137.3% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling