-73.3%
U vs COF
+35.3%
-108.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.5% | +4.6% |
| 7D | +2.6% | -3.4% | +5.9% | +5.6% |
| 30D | +27.6% | +0.4% | +27.2% | +26.5% |
| 3M | +15.3% | -12.5% | +27.9% | +28.7% |
| 6M | +96.4% | +8.3% | +88.1% | +80.5% |
| YTD | +19.6% | -18.6% | +38.1% | +39.3% |
| 1Y | +42.1% | -8.6% | +50.7% | +48.4% |
| 3Y | +87.5% | +94.7% | -7.1% | -13.7% |
| All | -73.3% | +35.3% | -108.6% | -83.4% |
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 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