-9.7%
COF vs ABCL
+198.8%
-208.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -6.2% | +2.3% | -8.5% | -6.4% |
| 30D | -1.7% | -0.7% | -1.0% | -1.9% |
| 3M | -10.2% | +33.4% | -43.7% | -13.2% |
| 6M | +4.2% | +137.8% | -133.6% | -7.2% |
| YTD | -18.2% | +264.3% | -282.6% | -33.2% |
| 1Y | -9.7% | +209.2% | -218.9% | -24.0% |
| All | -9.7% | +198.8% | -208.5% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling