+60.7%
COP vs COF
-4.4%
+65.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.0% | -5.4% |
| 7D | -8.1% | +0.7% | -8.8% | -8.0% |
| 30D | +6.7% | +5.7% | +0.9% | +7.9% |
| 3M | +16.9% | -6.7% | +23.6% | +15.3% |
| 6M | +11.2% | +9.5% | +1.7% | +13.5% |
| YTD | +49.5% | -13.9% | +63.4% | +59.9% |
| 1Y | +60.7% | -5.1% | +65.7% | +68.7% |
| All | +60.7% | -4.4% | +65.1% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling