-23.1%
ACN vs COF
-4.6%
-18.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.1% |
| 7D | -1.5% | -5.1% | +3.6% | +0.6% |
| 30D | +2.1% | -6.0% | +8.1% | +4.6% |
| 3M | +11.1% | +14.8% | -3.7% | +5.1% |
| 6M | -6.8% | +15.3% | -22.2% | -12.1% |
| YTD | -30.0% | -13.0% | -17.0% | -25.6% |
| 1Y | -23.1% | -5.7% | -17.4% | -22.8% |
| All | -23.1% | -4.6% | -18.6% | -22.8% |
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