+520.8%
APP vs COF
+59.8%
+461.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +1.9% |
| 7D | +48.9% | -4.5% | +53.4% | +52.8% |
| 30D | +49.4% | -2.0% | +51.4% | +50.6% |
| 3M | +27.0% | -9.7% | +36.8% | +34.5% |
| 6M | -15.4% | +8.0% | -23.4% | -20.2% |
| YTD | -39.9% | -17.7% | -22.2% | -33.6% |
| 1Y | -32.0% | -9.3% | -22.6% | -29.2% |
| 3Y | +824.3% | +96.3% | +728.0% | +480.0% |
| 5Y | +252.4% | +37.0% | +215.5% | +137.3% |
| All | +520.8% | +59.8% | +461.0% | +315.7% |
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