+47.8%
COF vs ACM
+2.7%
+45.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | +0.2% |
| 7D | -2.7% | -3.7% | +1.0% | -0.7% |
| 30D | -3.4% | -12.7% | +9.3% | +3.1% |
| 3M | +15.4% | -9.8% | +25.2% | +20.4% |
| 6M | +14.4% | -31.4% | +45.8% | +39.8% |
| YTD | -12.0% | -32.1% | +20.1% | +7.4% |
| 1Y | -3.7% | -47.8% | +44.1% | +37.4% |
| 3Y | +121.1% | -22.1% | +143.1% | +135.7% |
| 5Y | +47.8% | +1.8% | +46.0% | +30.6% |
| All | +47.8% | +2.7% | +45.1% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling