+1,623.2%
ACN vs COF
+354.4%
+1,268.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.6% | -3.5% |
| 7D | -4.8% | +1.2% | -6.1% | -5.1% |
| 30D | +1.9% | -1.4% | +3.3% | +2.2% |
| 3M | +3.9% | +19.0% | -15.2% | -0.8% |
| 6M | -15.0% | +14.9% | -29.9% | -18.2% |
| YTD | -31.9% | -10.7% | -21.2% | -30.3% |
| 1Y | -28.5% | -1.3% | -27.2% | -28.7% |
| 3Y | -41.9% | +124.3% | -166.2% | -54.0% |
| 5Y | -42.9% | +51.1% | -94.0% | -50.8% |
| 10Y | +88.7% | +252.4% | -163.6% | +25.7% |
| All | +1,623.2% | +354.4% | +1,268.8% | +742.0% |
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