-8.6%
COF vs ALC
-6.0%
-2.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | +0.4% | +16.0% | -15.7% | -4.3% |
| 3M | -12.5% | +0.8% | -13.4% | -12.7% |
| 6M | +8.3% | +16.8% | -8.5% | +2.9% |
| YTD | -18.6% | -5.5% | -13.1% | -16.8% |
| 1Y | -8.6% | -5.3% | -3.4% | -6.8% |
| All | -8.6% | -6.0% | -2.6% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling