+116.8%
COF vs AFRM
-20.4%
+137.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | 0.0% |
| 7D | +1.8% | -7.0% | +8.8% | +2.9% |
| 30D | -0.6% | -7.8% | +7.2% | +0.5% |
| 3M | +20.3% | +5.3% | +15.0% | +19.0% |
| 6M | +13.0% | +42.6% | -29.6% | +6.5% |
| YTD | -8.3% | -2.8% | -5.5% | -8.9% |
| 1Y | -1.5% | -19.3% | +17.8% | -0.1% |
| 3Y | +122.3% | +231.0% | -108.7% | +78.0% |
| 5Y | +52.5% | -22.2% | +74.7% | +16.7% |
| All | +116.8% | -20.4% | +137.2% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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