+5,292.0%
COF vs ALK
+991.1%
+4,300.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -4.6% |
| 7D | -5.8% | +8.9% | -14.7% | -9.6% |
| 30D | -0.3% | +5.9% | -6.3% | -3.7% |
| 3M | -8.5% | -16.5% | +8.0% | -2.5% |
| 6M | +5.6% | +2.1% | +3.5% | +2.0% |
| YTD | -17.1% | -17.1% | 0.0% | -14.1% |
| 1Y | -7.4% | -2.9% | -4.6% | -10.7% |
| 3Y | +99.1% | +24.5% | +74.6% | +62.4% |
| 5Y | +39.5% | -29.1% | +68.6% | +43.8% |
| 10Y | +208.1% | -39.1% | +247.2% | +212.3% |
| All | +5,292.0% | +991.1% | +4,300.9% | +1,223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling