+275.2%
F vs COF
+5,217.6%
-4,942.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +1.0% | -6.2% | +7.1% | +3.4% |
| 30D | +2.1% | -1.7% | +3.8% | +2.7% |
| 3M | -10.3% | -10.2% | 0.0% | -6.6% |
| 6M | +3.3% | +4.2% | -0.9% | +1.3% |
| YTD | -2.0% | -18.2% | +16.3% | +4.6% |
| 1Y | -2.3% | -9.7% | +7.5% | +0.5% |
| 3Y | +49.9% | +95.0% | -45.1% | +13.1% |
| 5Y | -12.5% | +36.8% | -49.3% | -25.7% |
| 10Y | +74.3% | +192.6% | -118.4% | +8.4% |
| All | +275.2% | +5,217.6% | -4,942.4% | -8.3% |
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