+242.0%
COF vs ALB
+78.3%
+163.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.6% |
| 7D | -5.1% | -6.6% | +1.5% | -3.2% |
| 30D | -6.0% | -8.1% | +2.1% | -3.9% |
| 3M | +14.8% | -25.7% | +40.5% | +24.4% |
| 6M | +15.3% | -29.5% | +44.8% | +24.6% |
| YTD | -13.0% | -16.2% | +3.2% | -12.6% |
| 1Y | -5.7% | +59.2% | -65.0% | -24.9% |
| 3Y | +118.1% | -33.7% | +151.9% | +113.6% |
| 5Y | +46.2% | -48.1% | +94.3% | +48.8% |
| All | +242.0% | +78.3% | +163.7% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling