+130.2%
COF vs ABCL
+109.3%
+20.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +1.8% | +0.7% | +1.1% | +1.7% |
| 30D | -0.6% | +93.1% | -93.6% | -9.4% |
| 3M | +20.3% | +79.4% | -59.1% | +9.8% |
| 6M | +13.0% | +214.9% | -201.9% | -5.7% |
| YTD | -8.3% | +234.2% | -242.5% | -24.8% |
| 1Y | -1.5% | +174.8% | -176.2% | -18.1% |
| All | +130.2% | +109.3% | +20.9% | +86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling