+47.8%
COF vs ALB
-43.9%
+91.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.8% |
| 7D | -2.7% | -8.6% | +5.9% | -0.7% |
| 30D | -3.4% | -4.0% | +0.7% | -2.6% |
| 3M | +15.4% | -17.4% | +32.8% | +19.8% |
| 6M | +14.4% | -25.4% | +39.8% | +19.9% |
| YTD | -12.0% | -10.5% | -1.4% | -13.0% |
| 1Y | -3.7% | +75.8% | -79.6% | -21.6% |
| 3Y | +121.1% | -28.5% | +149.6% | +117.4% |
| 5Y | +47.8% | -45.1% | +92.9% | +53.7% |
| All | +47.8% | -43.9% | +91.7% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling