+150.1%
COF vs ABCL
-82.1%
+232.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | +0.1% |
| 7D | -5.1% | -4.7% | -0.4% | -4.7% |
| 30D | -6.0% | +5.2% | -11.2% | -6.8% |
| 3M | +14.8% | +106.6% | -91.8% | +4.2% |
| 6M | +15.3% | +198.4% | -183.0% | -0.5% |
| YTD | -13.0% | +218.4% | -231.5% | -26.1% |
| 1Y | -5.7% | +136.2% | -141.9% | -17.8% |
| 3Y | +118.1% | +103.2% | +15.0% | +83.2% |
| 5Y | +46.2% | -42.7% | +88.9% | +29.7% |
| All | +150.1% | -82.1% | +232.3% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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