+528.8%
APP vs COF
+61.0%
+467.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.8% |
| 7D | +79.2% | -5.8% | +84.9% | +85.1% |
| 30D | +48.0% | -0.3% | +48.3% | +47.6% |
| 3M | +18.2% | -8.5% | +26.7% | +24.0% |
| 6M | -12.5% | +5.6% | -18.1% | -16.4% |
| YTD | -39.2% | -17.1% | -22.0% | -33.0% |
| 1Y | -33.9% | -7.4% | -26.4% | -32.1% |
| 3Y | +933.3% | +99.1% | +834.2% | +542.7% |
| 5Y | +295.9% | +39.5% | +256.3% | +165.6% |
| All | +528.8% | +61.0% | +467.9% | +319.0% |
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