-8.6%
COF vs ALK
-10.2%
+1.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.2% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | +0.4% | +7.7% | -7.3% | -2.5% |
| 3M | -12.5% | -19.0% | +6.5% | -6.8% |
| 6M | +8.3% | -0.2% | +8.5% | +6.6% |
| YTD | -18.6% | -23.5% | +4.9% | -11.6% |
| 1Y | -8.6% | -9.1% | +0.5% | -8.5% |
| All | -8.6% | -10.2% | +1.6% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling