+130.2%
COF vs ACWI
+78.9%
+51.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.8% | +0.5% | +1.3% | +1.2% |
| 30D | -0.6% | +0.9% | -1.4% | -1.7% |
| 3M | +20.3% | +2.4% | +17.9% | +16.5% |
| 6M | +13.0% | +12.4% | +0.6% | -3.8% |
| YTD | -8.3% | +15.2% | -23.5% | -24.5% |
| 1Y | -1.5% | +22.7% | -24.2% | -25.8% |
| All | +130.2% | +78.9% | +51.3% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling