+5,862.7%
COF vs AA
+204.2%
+5,658.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.4% |
| 7D | +1.8% | -0.7% | +2.5% | +2.1% |
| 30D | -0.6% | +5.0% | -5.6% | -3.1% |
| 3M | +20.3% | -35.8% | +56.1% | +40.4% |
| 6M | +13.0% | -18.4% | +31.4% | +16.9% |
| YTD | -8.3% | -5.5% | -2.9% | -11.8% |
| 1Y | -1.5% | +61.0% | -62.4% | -25.4% |
| 3Y | +122.3% | +66.2% | +56.0% | +51.6% |
| 5Y | +52.5% | +11.4% | +41.1% | +7.1% |
| 10Y | +264.9% | +116.9% | +148.0% | +47.0% |
| All | +5,862.7% | +204.2% | +5,658.6% | +1,753.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling