-8.6%
COF vs ACWI
+11.8%
-20.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +1.0% |
| 7D | -3.4% | +2.4% | -5.8% | -5.7% |
| 30D | +0.4% | -1.7% | +2.0% | +2.0% |
| 3M | -12.5% | -3.9% | -8.6% | -8.8% |
| 6M | +8.3% | +0.8% | +7.5% | +6.9% |
| YTD | -18.6% | +11.0% | -29.6% | -28.0% |
| 1Y | -8.6% | +13.1% | -21.7% | -21.3% |
| All | -8.6% | +11.8% | -20.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling