+45.4%
COF vs AA
+5.3%
+40.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -0.6% |
| 7D | -6.1% | -5.4% | -0.7% | -4.9% |
| 30D | -5.2% | -10.7% | +5.5% | -2.8% |
| 3M | +17.0% | -26.2% | +43.2% | +24.7% |
| 6M | +12.9% | -20.9% | +33.8% | +16.2% |
| YTD | -13.5% | -8.6% | -4.9% | -15.1% |
| 1Y | -5.9% | +57.4% | -63.3% | -21.5% |
| 3Y | +117.1% | +77.8% | +39.3% | +65.3% |
| 5Y | +45.4% | +2.7% | +42.7% | +14.9% |
| All | +45.4% | +5.3% | +40.0% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling