+5,862.8%
COF vs ALK
+1,000.0%
+4,862.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -1.1% |
| 7D | +1.8% | -0.7% | +2.5% | +2.1% |
| 30D | -0.6% | -19.2% | +18.7% | +8.5% |
| 3M | +20.3% | -1.5% | +21.8% | +19.7% |
| 6M | +13.0% | -13.1% | +26.1% | +16.6% |
| YTD | -8.3% | -16.4% | +8.1% | -4.4% |
| 1Y | -1.5% | -33.1% | +31.6% | +11.9% |
| 3Y | +122.3% | +0.6% | +121.6% | +100.5% |
| 5Y | +52.5% | -26.4% | +78.9% | +56.1% |
| 10Y | +264.9% | -34.2% | +299.0% | +261.7% |
| All | +5,862.8% | +1,000.0% | +4,862.8% | +1,373.1% |
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 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