+252.8%
COF vs ACM
+252.1%
+0.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -3.4% | +5.6% | -9.0% | -6.8% |
| 30D | +0.4% | +20.8% | -20.4% | -11.1% |
| 3M | -12.5% | +11.4% | -23.9% | -19.1% |
| 6M | +8.3% | +0.9% | +7.4% | +4.9% |
| YTD | -18.6% | -24.8% | +6.3% | -6.4% |
| 1Y | -8.6% | -46.4% | +37.8% | +29.0% |
| 3Y | +94.7% | -9.2% | +103.9% | +93.8% |
| 5Y | +35.3% | +5.0% | +30.4% | +21.7% |
| 10Y | +185.1% | +130.6% | +54.6% | +51.8% |
| All | +252.8% | +252.1% | +0.7% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling