+240.0%
COF vs AG
+73.4%
+166.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.4% |
| 7D | -6.1% | -5.8% | -0.3% | -5.7% |
| 30D | -5.2% | +6.4% | -11.5% | -5.7% |
| 3M | +17.0% | +28.4% | -11.4% | +14.8% |
| 6M | +12.9% | -24.5% | +37.4% | +14.1% |
| YTD | -13.5% | +21.2% | -34.7% | -15.8% |
| 1Y | -5.9% | +114.1% | -120.0% | -12.4% |
| 3Y | +117.1% | +268.0% | -150.9% | +89.2% |
| 5Y | +45.4% | +67.3% | -21.9% | +31.2% |
| All | +240.0% | +73.4% | +166.6% | +200.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling