-5.7%
COF vs ALC
-14.7%
+9.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -5.1% | -6.3% | +1.2% | -3.1% |
| 30D | -6.0% | -10.3% | +4.2% | -2.7% |
| 3M | +14.8% | -0.7% | +15.6% | +15.0% |
| 6M | +15.3% | -17.8% | +33.2% | +22.7% |
| YTD | -13.0% | -15.8% | +2.8% | -8.3% |
| 1Y | -5.7% | -16.7% | +11.0% | -2.2% |
| All | -5.7% | -14.7% | +9.0% | -2.2% |
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 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