+178.1%
COF vs ALC
+16.1%
+161.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -5.1% | -6.3% | +1.2% | -1.6% |
| 30D | -6.0% | -10.3% | +4.2% | -0.2% |
| 3M | +14.8% | -0.7% | +15.6% | +14.8% |
| 6M | +15.3% | -17.8% | +33.2% | +27.2% |
| YTD | -13.0% | -15.8% | +2.8% | -5.7% |
| 1Y | -5.7% | -16.7% | +11.0% | +2.5% |
| 3Y | +118.1% | -19.7% | +137.9% | +134.4% |
| 5Y | +46.2% | -19.8% | +66.0% | +52.1% |
| All | +178.1% | +16.1% | +161.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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