+11.9%
ACN vs COF
-4.4%
+16.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +5.0% | +4.3% |
| 7D | +8.6% | +0.7% | +7.9% | +8.2% |
| 30D | +36.6% | +5.7% | +30.9% | +33.3% |
| 3M | +56.3% | -6.7% | +63.0% | +60.2% |
| 6M | +49.7% | +9.5% | +40.2% | +43.8% |
| YTD | +1.3% | -13.9% | +15.2% | +8.4% |
| 1Y | +11.9% | -5.1% | +17.0% | +12.5% |
| All | +11.9% | -4.4% | +16.4% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling