+17,839.4%
COST vs COF
+5,523.6%
+12,315.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -2.5% | -6.1% | +3.6% | -1.3% |
| 30D | -4.4% | -5.2% | +0.7% | -3.5% |
| 3M | -8.1% | +17.0% | -25.1% | -11.1% |
| 6M | -9.2% | +12.9% | -22.2% | -11.8% |
| YTD | +5.1% | -13.5% | +18.7% | +7.1% |
| 1Y | -5.1% | -5.9% | +0.8% | -5.1% |
| 3Y | +70.4% | +117.1% | -46.8% | +41.1% |
| 5Y | +104.7% | +45.4% | +59.3% | +80.0% |
| 10Y | +608.8% | +244.1% | +364.7% | +388.2% |
| All | +17,839.4% | +5,523.6% | +12,315.8% | +6,839.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling