+68.5%
COST vs COF
+116.3%
-47.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.2% | -5.1% | +3.9% | -0.7% |
| 30D | -4.7% | -6.0% | +1.3% | -4.2% |
| 3M | -7.1% | +14.8% | -22.0% | -8.4% |
| 6M | -8.5% | +15.3% | -23.9% | -10.0% |
| YTD | +5.4% | -13.0% | +18.4% | +6.9% |
| 1Y | -5.6% | -5.7% | +0.1% | -5.5% |
| 3Y | +68.5% | +118.1% | -49.6% | +52.9% |
| All | +68.5% | +116.3% | -47.8% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling