-1.5%
COF vs AG
+125.2%
-126.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | +1.8% | +1.0% | +0.8% | +1.8% |
| 30D | -0.6% | +19.2% | -19.7% | -1.6% |
| 3M | +20.3% | +6.2% | +14.1% | +19.1% |
| 6M | +13.0% | -26.7% | +39.7% | +12.6% |
| YTD | -8.3% | +26.1% | -34.4% | -9.7% |
| 1Y | -1.5% | +131.7% | -133.1% | -3.8% |
| All | -1.5% | +125.2% | -126.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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