+297.1%
COF vs ACM
+230.8%
+66.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.8% | -3.7% | +5.6% | +4.3% |
| 30D | -0.6% | -11.1% | +10.5% | +5.5% |
| 3M | +20.3% | -8.0% | +28.3% | +24.5% |
| 6M | +13.0% | -29.7% | +42.7% | +37.1% |
| YTD | -8.3% | -29.4% | +21.0% | +10.2% |
| 1Y | -1.5% | -46.4% | +45.0% | +39.4% |
| 3Y | +122.3% | -22.3% | +144.6% | +145.2% |
| 5Y | +52.5% | +4.5% | +48.0% | +37.7% |
| 10Y | +264.9% | +127.6% | +137.2% | +96.0% |
| All | +297.1% | +230.8% | +66.4% | +56.4% |
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 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