+193.2%
COF vs ALC
+24.0%
+169.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.8% |
| 7D | +1.8% | -2.1% | +3.9% | +3.0% |
| 30D | -0.6% | -0.1% | -0.5% | -0.7% |
| 3M | +20.3% | +5.9% | +14.4% | +16.0% |
| 6M | +13.0% | -15.9% | +28.9% | +23.2% |
| YTD | -8.3% | -10.1% | +1.8% | -4.2% |
| 1Y | -1.5% | -10.2% | +8.8% | +2.7% |
| 3Y | +122.3% | -13.6% | +135.8% | +128.9% |
| 5Y | +52.5% | -15.1% | +67.6% | +53.9% |
| All | +193.2% | +24.0% | +169.2% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling