+154.8%
COF vs ACHR
-45.8%
+200.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.7% | +4.2% | -0.8% |
| 7D | -2.7% | -2.7% | 0.0% | -2.4% |
| 30D | -3.4% | -12.1% | +8.8% | -2.1% |
| 3M | +15.4% | +3.4% | +12.0% | +13.9% |
| 6M | +14.4% | -15.6% | +30.1% | +15.1% |
| YTD | -12.0% | -26.9% | +14.9% | -10.2% |
| 1Y | -3.7% | -34.8% | +31.0% | -1.5% |
| 3Y | +121.1% | -19.2% | +140.3% | +107.6% |
| 5Y | +47.8% | -43.8% | +91.6% | +23.0% |
| All | +154.8% | -45.8% | +200.7% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 ACHR 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