+484.0%
V vs COF
+185.2%
+298.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.9% | -3.4% | +4.3% | +2.2% |
| 30D | +9.0% | +0.4% | +8.6% | +8.8% |
| 3M | +16.7% | -12.5% | +29.3% | +22.3% |
| 6M | +33.4% | +8.3% | +25.1% | +29.0% |
| YTD | +22.4% | -18.6% | +40.9% | +30.2% |
| 1Y | +27.7% | -8.6% | +36.3% | +30.1% |
| 3Y | +78.0% | +94.7% | -16.7% | +31.6% |
| 5Y | +108.5% | +35.3% | +73.2% | +71.6% |
| All | +484.0% | +185.2% | +298.8% | +234.9% |
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