+5,197.0%
COF vs ROP
+8,476.1%
-3,279.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.5% |
| 7D | -3.4% | +0.7% | -4.1% | -3.7% |
| 30D | +0.4% | +28.8% | -28.4% | -13.0% |
| 3M | -12.5% | +21.1% | -33.6% | -21.9% |
| 6M | +8.3% | +52.5% | -44.2% | -15.5% |
| YTD | -18.6% | +8.9% | -27.4% | -24.3% |
| 1Y | -8.6% | +8.2% | -16.9% | -14.8% |
| 3Y | +94.7% | -5.2% | +99.8% | +94.1% |
| 5Y | +35.3% | +1.7% | +33.6% | +29.5% |
| 10Y | +185.1% | +185.4% | -0.2% | +60.8% |
| All | +5,197.0% | +8,476.1% | -3,279.2% | +905.7% |
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