+118.1%
COF vs AKAM
+0.9%
+117.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -5.1% | +1.5% | -6.6% | -5.4% |
| 30D | -6.0% | -13.0% | +7.0% | -4.3% |
| 3M | +14.8% | -19.4% | +34.2% | +18.0% |
| 6M | +15.3% | +0.3% | +15.0% | +11.6% |
| YTD | -13.0% | +22.4% | -35.4% | -21.7% |
| 1Y | -5.7% | +34.8% | -40.5% | -18.1% |
| 3Y | +118.1% | +1.9% | +116.2% | +87.3% |
| All | +118.1% | +0.9% | +117.3% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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