+48.0%
COF vs ROP
-16.2%
+64.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.7% |
| 7D | -2.7% | -6.1% | +3.5% | +0.9% |
| 30D | -3.4% | -3.4% | 0.0% | -1.6% |
| 3M | +15.4% | +16.7% | -1.3% | +4.2% |
| 6M | +14.4% | +8.1% | +6.4% | +7.9% |
| YTD | -12.0% | -11.7% | -0.3% | -5.7% |
| 1Y | -3.7% | -24.2% | +20.5% | +14.2% |
| 3Y | +121.1% | -19.0% | +140.0% | +147.5% |
| All | +48.0% | -16.2% | +64.2% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling