+301.3%
COF vs AG
+445.6%
-144.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.2% |
| 7D | +1.8% | +1.0% | +0.8% | +1.7% |
| 30D | -0.6% | +19.2% | -19.7% | -2.5% |
| 3M | +20.3% | +6.2% | +14.1% | +18.9% |
| 6M | +13.0% | -26.7% | +39.7% | +15.3% |
| YTD | -8.3% | +26.1% | -34.4% | -12.4% |
| 1Y | -1.5% | +131.7% | -133.1% | -12.5% |
| 3Y | +122.3% | +255.3% | -133.1% | +81.5% |
| 5Y | +52.5% | +61.9% | -9.4% | +31.7% |
| 10Y | +264.9% | +72.0% | +192.9% | +183.0% |
| All | +301.3% | +445.6% | -144.3% | +46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling