+499.5%
COF vs A
+442.2%
+57.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.5% |
| 7D | +1.2% | -2.1% | +3.3% | +2.1% |
| 30D | -1.4% | +0.6% | -2.0% | -1.8% |
| 3M | +19.0% | +10.9% | +8.1% | +13.8% |
| 6M | +14.9% | +28.2% | -13.3% | +2.6% |
| YTD | -10.7% | +8.6% | -19.3% | -14.8% |
| 1Y | -1.3% | +15.5% | -16.8% | -8.7% |
| 3Y | +124.3% | +31.8% | +92.5% | +93.4% |
| 5Y | +51.1% | -14.9% | +66.0% | +53.1% |
| 10Y | +252.4% | +237.8% | +14.6% | +107.4% |
| All | +499.5% | +442.2% | +57.3% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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