+5,709.6%
COF vs ROP
+6,951.6%
-1,242.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.0% |
| 7D | +1.2% | -5.4% | +6.7% | +4.3% |
| 30D | -1.4% | -1.6% | +0.2% | -0.7% |
| 3M | +19.0% | +18.8% | +0.2% | +7.5% |
| 6M | +14.9% | +8.2% | +6.7% | +8.6% |
| YTD | -10.7% | -10.5% | -0.2% | -7.0% |
| 1Y | -1.3% | -23.7% | +22.5% | +11.9% |
| 3Y | +124.3% | -17.9% | +142.2% | +143.5% |
| 5Y | +51.1% | -15.3% | +66.5% | +60.8% |
| 10Y | +252.4% | +133.4% | +119.0% | +123.2% |
| All | +5,709.6% | +6,951.6% | -1,242.0% | +1,136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling