+399.4%
COF vs AGG
+96.0%
+303.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.5% |
| 7D | -5.1% | -1.1% | -4.1% | -5.7% |
| 30D | -6.0% | -1.1% | -4.9% | -6.6% |
| 3M | +14.8% | -1.9% | +16.8% | +13.6% |
| 6M | +15.3% | -1.7% | +17.0% | +14.2% |
| YTD | -13.0% | -1.3% | -11.7% | -13.7% |
| 1Y | -5.7% | -0.7% | -5.0% | -6.1% |
| 3Y | +118.1% | +12.5% | +105.7% | +132.8% |
| 5Y | +46.2% | -2.5% | +48.7% | +36.6% |
| 10Y | +246.1% | +14.2% | +231.8% | +287.2% |
| All | +399.4% | +96.0% | +303.4% | +684.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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