+61.9%
COF vs AHR
+356.1%
-294.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -5.1% | -2.1% | -3.1% | -4.7% |
| 30D | -6.0% | +1.9% | -7.9% | -6.5% |
| 3M | +14.8% | +15.7% | -0.8% | +10.5% |
| 6M | +15.3% | +2.5% | +12.8% | +14.2% |
| YTD | -13.0% | +15.0% | -28.1% | -16.9% |
| 1Y | -5.7% | +28.1% | -33.8% | -13.5% |
| All | +61.9% | +356.1% | -294.2% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling