+120.8%
COF vs AG
+278.6%
-157.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.6% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | -3.4% | +12.5% | -15.8% | -4.1% |
| 3M | +15.4% | +28.2% | -12.7% | +13.6% |
| 6M | +14.4% | -18.8% | +33.3% | +14.6% |
| YTD | -12.0% | +27.4% | -39.4% | -14.1% |
| 1Y | -3.7% | +132.2% | -135.9% | -9.5% |
| All | +120.8% | +278.6% | -157.8% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling