-42.3%
ACN vs COF
+115.1%
-157.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | -7.9% | -6.1% | -1.8% | -6.2% |
| 30D | -1.1% | -5.2% | +4.1% | +0.4% |
| 3M | +5.6% | +17.0% | -11.4% | +0.9% |
| 6M | -9.9% | +12.9% | -22.9% | -13.1% |
| YTD | -32.3% | -13.5% | -18.8% | -30.0% |
| 1Y | -25.3% | -5.9% | -19.4% | -24.6% |
| All | -42.3% | +115.1% | -157.4% | -49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling