+36.8%
COF vs ABCL
-8.0%
+44.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -6.2% | +2.3% | -8.5% | -6.6% |
| 30D | -1.7% | -0.7% | -1.0% | -2.1% |
| 3M | -10.2% | +33.4% | -43.7% | -14.8% |
| 6M | +4.2% | +137.8% | -133.6% | -11.1% |
| YTD | -18.2% | +264.3% | -282.6% | -35.6% |
| 1Y | -9.7% | +209.2% | -218.9% | -27.2% |
| 3Y | +95.0% | +208.4% | -113.4% | +45.5% |
| 5Y | +36.8% | -11.9% | +48.7% | +16.8% |
| All | +36.8% | -8.0% | +44.8% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling