+45.4%
COF vs S
-70.4%
+115.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | +17.0% | +33.9% | -16.9% | +10.4% |
| 6M | +12.9% | +40.1% | -27.2% | +4.8% |
| YTD | -13.5% | +32.1% | -45.6% | -19.1% |
| 1Y | -5.9% | +11.0% | -16.9% | -9.5% |
| 3Y | +117.1% | +16.9% | +100.2% | +101.8% |
| 5Y | +45.4% | -68.9% | +114.3% | +43.4% |
| All | +45.4% | -70.4% | +115.8% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling