+242.0%
COF vs Z
-2.5%
+244.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.4% |
| 7D | -5.1% | -6.0% | +0.9% | -3.8% |
| 30D | -6.0% | -2.3% | -3.7% | -5.8% |
| 3M | +14.8% | -0.6% | +15.4% | +14.3% |
| 6M | +15.3% | -27.6% | +43.0% | +23.3% |
| YTD | -13.0% | -52.4% | +39.3% | +2.1% |
| 1Y | -5.7% | -63.6% | +57.9% | +17.4% |
| 3Y | +118.1% | -36.4% | +154.5% | +129.6% |
| 5Y | +46.2% | -64.6% | +110.8% | +63.5% |
| All | +242.0% | -2.5% | +244.5% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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