+47.8%
COF vs ALC
-17.4%
+65.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -1.0% |
| 7D | -2.7% | -5.3% | +2.6% | -0.2% |
| 30D | -3.4% | -7.1% | +3.7% | -0.1% |
| 3M | +15.4% | +0.8% | +14.6% | +14.7% |
| 6M | +14.4% | -16.0% | +30.4% | +22.9% |
| YTD | -12.0% | -12.7% | +0.8% | -7.3% |
| 1Y | -3.7% | -12.8% | +9.1% | +1.1% |
| 3Y | +121.1% | -15.8% | +136.9% | +131.0% |
| 5Y | +47.8% | -16.7% | +64.5% | +42.4% |
| All | +47.8% | -17.4% | +65.2% | +42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling