+242.0%
COF vs USFR
+28.1%
+213.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -5.1% | +0.1% | -5.3% | -5.3% |
| 30D | -6.0% | +0.4% | -6.4% | -6.5% |
| 3M | +14.8% | +1.0% | +13.8% | +13.1% |
| 6M | +15.3% | +2.0% | +13.4% | +12.0% |
| YTD | -13.0% | +2.8% | -15.8% | -16.7% |
| 1Y | -5.7% | +4.1% | -9.8% | -11.5% |
| 3Y | +118.1% | +14.1% | +104.0% | +76.8% |
| 5Y | +46.2% | +20.6% | +25.6% | +7.9% |
| All | +242.0% | +28.1% | +213.9% | +129.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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