+120.8%
COF vs ALC
-16.2%
+137.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.1% |
| 7D | -2.7% | -5.3% | +2.6% | -0.7% |
| 30D | -3.4% | -7.1% | +3.7% | -0.7% |
| 3M | +15.4% | +0.8% | +14.6% | +14.9% |
| 6M | +14.4% | -16.0% | +30.4% | +21.6% |
| YTD | -12.0% | -12.7% | +0.8% | -8.0% |
| 1Y | -3.7% | -12.8% | +9.1% | +0.5% |
| All | +120.8% | -16.2% | +137.0% | +144.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling