-1.5%
COF vs ACM
-45.8%
+44.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.8% | -3.7% | +5.6% | +2.7% |
| 30D | -0.6% | -11.1% | +10.5% | +2.3% |
| 3M | +20.3% | -8.0% | +28.3% | +22.3% |
| 6M | +13.0% | -29.7% | +42.7% | +23.8% |
| YTD | -8.3% | -29.4% | +21.0% | +1.0% |
| 1Y | -1.5% | -46.4% | +45.0% | +11.1% |
| All | -1.5% | -45.8% | +44.3% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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