+47.3%
COF vs S
-56.9%
+104.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | -6.1% | +0.1% | -6.1% | -6.1% |
| 30D | -5.2% | -11.8% | +6.6% | -3.4% |
| 3M | +17.0% | +33.9% | -16.9% | +10.7% |
| 6M | +12.9% | +40.1% | -27.2% | +5.3% |
| YTD | -13.5% | +32.1% | -45.6% | -18.8% |
| 1Y | -5.9% | +11.0% | -16.9% | -9.3% |
| 3Y | +117.1% | +16.9% | +100.2% | +103.0% |
| 5Y | +45.4% | -68.9% | +114.3% | +41.5% |
| All | +47.3% | -56.9% | +104.2% | +45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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