+3,341.8%
V vs COF
+415.8%
+2,926.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +0.9% | -3.4% | +4.3% | +2.0% |
| 30D | +9.0% | +0.4% | +8.6% | +8.8% |
| 3M | +16.7% | -12.5% | +29.3% | +21.8% |
| 6M | +33.4% | +8.3% | +25.1% | +29.4% |
| YTD | +22.4% | -18.6% | +40.9% | +29.4% |
| 1Y | +27.7% | -8.6% | +36.3% | +29.9% |
| 3Y | +78.0% | +94.7% | -16.7% | +37.2% |
| 5Y | +108.5% | +35.3% | +73.2% | +75.8% |
| 10Y | +459.0% | +185.1% | +273.9% | +242.4% |
| All | +3,341.8% | +415.8% | +2,926.0% | +1,415.3% |
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