-26.4%
APP vs COF
-10.2%
-16.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +3.5% |
| 7D | +4.6% | -3.4% | +7.9% | +6.3% |
| 30D | +56.0% | +0.4% | +55.7% | +54.6% |
| 3M | +30.8% | -12.5% | +43.4% | +39.8% |
| 6M | -9.8% | +8.3% | -18.1% | -15.0% |
| YTD | -39.3% | -18.6% | -20.7% | -39.5% |
| 1Y | -26.4% | -8.6% | -17.8% | -30.9% |
| All | -26.4% | -10.2% | -16.2% | -30.9% |
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