+5,862.7%
COF vs ALB
+2,882.0%
+2,980.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +1.4% |
| 7D | +1.8% | -8.1% | +9.9% | +5.2% |
| 30D | -0.6% | +6.3% | -6.8% | -3.4% |
| 3M | +20.3% | -23.6% | +43.9% | +32.0% |
| 6M | +13.0% | -24.6% | +37.6% | +21.7% |
| YTD | -8.3% | -10.3% | +1.9% | -10.0% |
| 1Y | -1.5% | +61.5% | -62.9% | -26.6% |
| 3Y | +122.3% | -34.0% | +156.2% | +111.1% |
| 5Y | +52.5% | -44.6% | +97.1% | +45.6% |
| 10Y | +264.9% | +76.1% | +188.8% | +76.5% |
| All | +5,862.7% | +2,882.0% | +2,980.7% | +958.4% |
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