+43.1%
COF vs USFR
+20.6%
+22.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -5.1% | +0.1% | -5.3% | -5.2% |
| 30D | -6.0% | +0.4% | -6.4% | -6.1% |
| 3M | +14.8% | +1.0% | +13.8% | +14.7% |
| 6M | +15.3% | +2.0% | +13.4% | +14.6% |
| YTD | -13.0% | +2.8% | -15.8% | -14.4% |
| 1Y | -5.7% | +4.1% | -9.8% | -8.7% |
| 3Y | +118.1% | +14.1% | +104.0% | +99.7% |
| All | +43.1% | +20.6% | +22.5% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling