+184.8%
COP vs COF
+44.8%
+139.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | +0.1% |
| 7D | +2.3% | -5.1% | +7.4% | +3.7% |
| 30D | +8.6% | -6.0% | +14.6% | +10.3% |
| 3M | +19.9% | +14.8% | +5.0% | +14.4% |
| 6M | +19.0% | +15.3% | +3.7% | +12.5% |
| YTD | +50.0% | -13.0% | +63.0% | +54.5% |
| 1Y | +50.5% | -5.7% | +56.2% | +50.3% |
| 3Y | +25.2% | +118.1% | -92.9% | -6.7% |
| All | +184.8% | +44.8% | +139.9% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling