-5.9%
COF vs ALL
+28.8%
-34.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -6.1% | -4.3% | -1.8% | -5.7% |
| 30D | -5.2% | -3.6% | -1.6% | -4.9% |
| 3M | +17.0% | +13.2% | +3.8% | +15.5% |
| 6M | +12.9% | +22.5% | -9.6% | +10.0% |
| YTD | -13.5% | +22.7% | -36.3% | -16.0% |
| 1Y | -5.9% | +28.3% | -34.2% | -8.9% |
| All | -5.9% | +28.8% | -34.7% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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