+124.1%
COF vs ACM
-19.8%
+143.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | +1.2% | -0.3% | +1.5% | +1.4% |
| 30D | -1.4% | -12.9% | +11.5% | +4.4% |
| 3M | +19.0% | -6.4% | +25.4% | +21.3% |
| 6M | +14.9% | -29.2% | +44.1% | +34.8% |
| YTD | -10.7% | -29.9% | +19.3% | +4.8% |
| 1Y | -1.3% | -47.3% | +46.0% | +34.8% |
| All | +124.1% | -19.8% | +143.9% | +139.4% |
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