-5.1%
COF vs ACI
-18.4%
+13.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.7% | -1.1% |
| 7D | +0.7% | +4.5% | -3.8% | +0.8% |
| 30D | +5.7% | +20.9% | -15.1% | +5.9% |
| 3M | -6.7% | +15.2% | -22.0% | -6.6% |
| 6M | +9.5% | -13.3% | +22.8% | +6.4% |
| YTD | -13.9% | -16.2% | +2.3% | -17.5% |
| 1Y | -5.1% | -16.9% | +11.8% | -9.4% |
| All | -5.1% | -18.4% | +13.4% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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