+462.7%
COF vs ACWI
+330.0%
+132.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -1.5% | -2.4% | +0.9% | +1.8% |
| 30D | +3.0% | -5.2% | +8.2% | +11.2% |
| 3M | -7.9% | -4.8% | -3.1% | -1.2% |
| 6M | +5.2% | -1.3% | +6.5% | +6.5% |
| YTD | -15.7% | +8.4% | -24.1% | -26.0% |
| 1Y | -5.5% | +11.0% | -16.5% | -19.9% |
| 3Y | +100.5% | +70.6% | +30.0% | -9.9% |
| 5Y | +42.3% | +55.3% | -13.0% | -25.0% |
| 10Y | +228.7% | +223.2% | +5.5% | -38.9% |
| All | +462.7% | +330.0% | +132.8% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling