+583.0%
COF vs AGI
+5,453.2%
-4,870.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.5% |
| 7D | -2.7% | +2.2% | -4.9% | -2.7% |
| 30D | -3.4% | +11.3% | -14.6% | -3.8% |
| 3M | +15.4% | +5.6% | +9.8% | +15.0% |
| 6M | +14.4% | -27.7% | +42.1% | +15.6% |
| YTD | -12.0% | -4.1% | -7.9% | -12.2% |
| 1Y | -3.7% | +13.8% | -17.5% | -4.8% |
| 3Y | +121.1% | +217.0% | -96.0% | +108.6% |
| 5Y | +47.8% | +404.3% | -356.5% | +36.3% |
| 10Y | +250.3% | +400.5% | -150.2% | +215.2% |
| All | +583.0% | +5,453.2% | -4,870.2% | +473.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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