+175.7%
COF vs Z
-16.5%
+192.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | -0.1% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | +0.4% | +5.2% | -4.8% | -1.6% |
| 3M | -12.5% | -17.0% | +4.5% | -9.6% |
| 6M | +8.3% | -22.7% | +31.0% | +13.3% |
| YTD | -18.6% | -56.3% | +37.8% | -3.2% |
| 1Y | -8.6% | -57.7% | +49.0% | +9.2% |
| 3Y | +94.7% | -16.5% | +111.2% | +90.8% |
| 5Y | +35.3% | -53.4% | +88.7% | +43.9% |
| All | +175.7% | -16.5% | +192.2% | +106.7% |
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