-15.1%
F vs COF
+40.3%
-55.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.5% |
| 7D | -0.6% | -5.8% | +5.1% | +2.3% |
| 30D | +2.9% | -0.3% | +3.2% | +3.0% |
| 3M | -9.5% | -8.5% | -1.0% | -5.4% |
| 6M | +4.0% | +5.6% | -1.6% | +0.5% |
| YTD | -1.3% | -17.1% | +15.8% | +6.8% |
| 1Y | -1.9% | -7.4% | +5.5% | +0.1% |
| 3Y | +53.5% | +99.1% | -45.6% | -2.6% |
| 5Y | -15.1% | +39.5% | -54.7% | -32.8% |
| All | -15.1% | +40.3% | -55.5% | -32.8% |
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