+94.7%
COF vs ACM
-9.1%
+103.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -3.4% | +5.6% | -9.0% | -5.7% |
| 30D | +0.4% | +20.8% | -20.4% | -7.6% |
| 3M | -12.5% | +11.4% | -23.9% | -17.0% |
| 6M | +8.3% | +0.9% | +7.4% | +6.4% |
| YTD | -18.6% | -24.8% | +6.3% | -7.4% |
| 1Y | -8.6% | -46.4% | +37.8% | +26.5% |
| 3Y | +94.7% | -9.2% | +103.9% | +101.7% |
| All | +94.7% | -9.1% | +103.8% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling