-5.7%
COF vs ALM
+247.3%
-253.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +0.9% |
| 7D | -5.1% | -11.8% | +6.7% | -4.6% |
| 30D | -6.0% | +7.8% | -13.8% | -6.6% |
| 3M | +14.8% | -9.3% | +24.1% | +14.7% |
| 6M | +15.3% | -30.5% | +45.8% | +15.7% |
| YTD | -13.0% | +75.8% | -88.9% | -16.6% |
| 1Y | -5.7% | +241.2% | -246.9% | -11.1% |
| All | -5.7% | +247.3% | -253.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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