-5.9%
COF vs ALB
+68.9%
-74.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.6% |
| 7D | -6.1% | -7.6% | +1.5% | -5.5% |
| 30D | -5.2% | -5.6% | +0.4% | -4.8% |
| 3M | +17.0% | -16.8% | +33.9% | +18.4% |
| 6M | +12.9% | -26.3% | +39.2% | +14.1% |
| YTD | -13.5% | -13.2% | -0.3% | -15.1% |
| 1Y | -5.9% | +68.8% | -74.7% | -21.5% |
| All | -5.9% | +68.9% | -74.7% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling