+242.0%
COF vs AA
+122.9%
+119.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -3.4% | -1.7% | -4.2% |
| 30D | -6.0% | -5.8% | -0.2% | -4.5% |
| 3M | +14.8% | -29.9% | +44.7% | +26.8% |
| 6M | +15.3% | -27.0% | +42.4% | +23.3% |
| YTD | -13.0% | -8.7% | -4.3% | -14.8% |
| 1Y | -5.7% | +50.6% | -56.3% | -23.4% |
| 3Y | +118.1% | +74.1% | +44.1% | +56.4% |
| 5Y | +46.2% | +2.6% | +43.6% | +12.4% |
| All | +242.0% | +122.9% | +119.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling