-35.7%
U vs COF
+204.7%
-240.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.1% |
| 7D | +5.5% | -5.1% | +10.7% | +9.3% |
| 30D | -1.3% | -6.0% | +4.7% | +2.9% |
| 3M | +64.6% | +14.8% | +49.8% | +48.9% |
| 6M | +119.4% | +15.3% | +104.0% | +96.4% |
| YTD | -0.5% | -13.0% | +12.6% | +8.0% |
| 1Y | +1.3% | -5.7% | +7.0% | +4.0% |
| 3Y | +15.6% | +118.1% | -102.5% | -35.2% |
| 5Y | -67.5% | +46.2% | -113.7% | -79.3% |
| All | -35.7% | +204.7% | -240.4% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling