-5.9%
COF vs ALLY
+5.1%
-11.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.4% |
| 7D | -6.1% | -3.3% | -2.8% | -3.6% |
| 30D | -5.2% | -4.1% | -1.1% | -2.1% |
| 3M | +17.0% | +1.4% | +15.6% | +15.7% |
| 6M | +12.9% | +14.4% | -1.5% | +0.9% |
| YTD | -13.5% | -4.9% | -8.6% | -10.3% |
| 1Y | -5.9% | +5.5% | -11.4% | -10.6% |
| All | -5.9% | +5.1% | -11.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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