+250.3%
COF vs ALK
-39.2%
+289.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -2.7% | -3.0% | +0.3% | -1.2% |
| 30D | -3.4% | -14.6% | +11.2% | +4.4% |
| 3M | +15.4% | -10.6% | +26.0% | +20.4% |
| 6M | +14.4% | -6.7% | +21.1% | +14.5% |
| YTD | -12.0% | -19.8% | +7.8% | -5.8% |
| 1Y | -3.7% | -35.2% | +31.5% | +14.0% |
| 3Y | +121.1% | +1.4% | +119.7% | +88.2% |
| 5Y | +47.8% | -30.7% | +78.5% | +53.0% |
| 10Y | +250.3% | -37.4% | +287.7% | +188.1% |
| All | +250.3% | -39.2% | +289.5% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling