+5,197.0%
COF vs ALB
+2,116.1%
+3,080.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.3% |
| 7D | -3.4% | -5.8% | +2.4% | -1.1% |
| 30D | +0.4% | -4.5% | +4.9% | +1.8% |
| 3M | -12.5% | -28.1% | +15.5% | -1.5% |
| 6M | +8.3% | -53.2% | +61.5% | +42.8% |
| YTD | -18.6% | -33.3% | +14.7% | -10.9% |
| 1Y | -8.6% | -17.4% | +8.8% | -9.1% |
| 3Y | +94.7% | -14.1% | +108.8% | +61.4% |
| 5Y | +35.3% | -64.0% | +99.4% | +54.6% |
| 10Y | +185.1% | +32.8% | +152.3% | +53.3% |
| All | +5,197.0% | +2,116.1% | +3,080.9% | +948.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling