+242.0%
COF vs ROST
+317.9%
-75.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.8% | -0.8% |
| 7D | -5.1% | +0.2% | -5.4% | -5.3% |
| 30D | -6.0% | -6.9% | +0.8% | -2.1% |
| 3M | +14.8% | -3.3% | +18.1% | +16.3% |
| 6M | +15.3% | +9.0% | +6.3% | +8.2% |
| YTD | -13.0% | +28.9% | -41.9% | -26.6% |
| 1Y | -5.7% | +54.0% | -59.7% | -28.8% |
| 3Y | +118.1% | +100.7% | +17.4% | +35.8% |
| 5Y | +46.2% | +116.0% | -69.8% | -17.1% |
| All | +242.0% | +317.9% | -75.9% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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