+456.3%
COF vs AKAM
+0.7%
+455.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -2.3% |
| 7D | -2.7% | +5.4% | -8.0% | -3.6% |
| 30D | -3.4% | -5.9% | +2.5% | -2.4% |
| 3M | +15.4% | -19.6% | +35.0% | +19.2% |
| 6M | +14.4% | +8.5% | +6.0% | +9.8% |
| YTD | -12.0% | +26.9% | -38.9% | -18.6% |
| 1Y | -3.7% | +41.7% | -45.4% | -13.0% |
| 3Y | +121.1% | +5.8% | +115.3% | +108.3% |
| 5Y | +47.8% | -2.3% | +50.1% | +40.8% |
| 10Y | +250.3% | +111.0% | +139.4% | +182.2% |
| All | +456.3% | +0.7% | +455.6% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling