+640.8%
APP vs COF
+124.4%
+516.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.1% |
| 7D | +0.1% | +1.2% | -1.2% | -0.7% |
| 30D | -10.0% | -1.4% | -8.6% | -9.5% |
| 3M | -44.6% | +19.0% | -63.7% | -50.4% |
| 6M | -37.9% | +14.9% | -52.7% | -43.1% |
| YTD | -53.7% | -10.7% | -43.0% | -51.4% |
| 1Y | -43.0% | -1.3% | -41.7% | -43.8% |
| 3Y | +640.8% | +124.3% | +516.5% | +427.0% |
| All | +640.8% | +124.4% | +516.4% | +427.0% |
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 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