+240.0%
COF vs ACM
+131.7%
+108.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.6% |
| 7D | -6.1% | -5.9% | -0.2% | -2.2% |
| 30D | -5.2% | -6.2% | +1.0% | -2.1% |
| 3M | +17.0% | -7.9% | +24.9% | +21.0% |
| 6M | +12.9% | -30.6% | +43.5% | +40.3% |
| YTD | -13.5% | -33.3% | +19.7% | +9.4% |
| 1Y | -5.9% | -49.2% | +43.3% | +42.1% |
| 3Y | +117.1% | -23.5% | +140.6% | +140.2% |
| 5Y | +45.4% | +0.9% | +44.4% | +29.3% |
| All | +240.0% | +131.7% | +108.4% | +75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling