+93.2%
COF vs ALL
+117.0%
-23.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | -5.0% | 0.0% | -5.0% | -5.1% |
| 30D | -2.3% | +12.8% | -15.1% | -5.6% |
| 3M | -12.7% | +4.7% | -17.3% | -13.9% |
| 6M | +6.2% | +24.9% | -18.7% | -1.5% |
| YTD | -19.2% | +30.0% | -49.2% | -26.3% |
| 1Y | -11.5% | +29.9% | -41.4% | -19.3% |
| All | +93.2% | +117.0% | -23.8% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling