+5,625.4%
COF vs WY
+356.3%
+5,269.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -2.7% | -1.7% | -1.0% | -1.6% |
| 30D | -3.4% | -9.9% | +6.5% | +2.9% |
| 3M | +15.4% | -7.5% | +22.9% | +20.3% |
| 6M | +14.4% | -5.1% | +19.6% | +16.9% |
| YTD | -12.0% | -2.1% | -9.9% | -12.5% |
| 1Y | -3.7% | -7.3% | +3.6% | -1.4% |
| 3Y | +121.1% | -22.6% | +143.7% | +147.6% |
| 5Y | +47.8% | -19.8% | +67.6% | +61.8% |
| 10Y | +250.3% | +9.6% | +240.7% | +195.9% |
| All | +5,625.4% | +356.3% | +5,269.1% | +2,142.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 all: compounded portfolio wealth divided by compounded WY 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…
all analysis · Full analysis span regression · 6 months rolling