+51.1%
COF vs ALK
-28.9%
+80.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | -1.4% | -18.5% | +17.1% | +7.6% |
| 3M | +19.0% | -3.6% | +22.6% | +19.4% |
| 6M | +14.9% | -3.7% | +18.6% | +13.5% |
| YTD | -10.7% | -19.0% | +8.3% | -5.1% |
| 1Y | -1.3% | -36.0% | +34.8% | +16.5% |
| 3Y | +124.3% | +2.3% | +122.0% | +91.4% |
| 5Y | +51.1% | -27.8% | +78.9% | +53.8% |
| All | +51.1% | -28.9% | +80.0% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling