+44.9%
C vs COF
+0.3%
+44.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +3.6% | +1.8% | +1.8% | +2.6% |
| 30D | +0.1% | -0.6% | +0.6% | +0.3% |
| 3M | +2.4% | +20.3% | -17.9% | -8.5% |
| 6M | +24.9% | +13.0% | +11.9% | +15.4% |
| YTD | +19.8% | -8.3% | +28.1% | +23.4% |
| 1Y | +44.9% | -1.5% | +46.3% | +41.2% |
| All | +44.9% | +0.3% | +44.5% | +41.2% |
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