+338.5%
COP vs COF
+248.6%
+89.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | +2.3% | -5.1% | +7.4% | +4.8% |
| 30D | +8.6% | -6.0% | +14.6% | +11.5% |
| 3M | +19.9% | +14.8% | +5.0% | +10.6% |
| 6M | +19.0% | +15.3% | +3.7% | +8.1% |
| YTD | +50.0% | -13.0% | +63.0% | +55.2% |
| 1Y | +50.5% | -5.7% | +56.2% | +48.4% |
| 3Y | +25.2% | +118.1% | -92.9% | -25.0% |
| 5Y | +194.3% | +46.2% | +148.0% | +107.7% |
| All | +338.5% | +248.6% | +89.9% | +79.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling