+50.5%
COP vs COF
-4.6%
+55.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.3% |
| 7D | +2.3% | -5.1% | +7.4% | +1.5% |
| 30D | +8.6% | -6.0% | +14.6% | +7.6% |
| 3M | +19.9% | +14.8% | +5.0% | +21.8% |
| 6M | +19.0% | +15.3% | +3.7% | +20.5% |
| YTD | +50.0% | -13.0% | +63.0% | +58.8% |
| 1Y | +50.5% | -5.7% | +56.2% | +56.7% |
| All | +50.5% | -4.6% | +55.1% | +56.7% |
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