+120.8%
COF vs ALM
+2,150.5%
-2,029.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.2% |
| 7D | -2.7% | +3.6% | -6.3% | -2.9% |
| 30D | -3.4% | +33.8% | -37.2% | -5.0% |
| 3M | +15.4% | +14.8% | +0.6% | +13.9% |
| 6M | +14.4% | -7.0% | +21.4% | +13.4% |
| YTD | -12.0% | +108.1% | -120.0% | -16.5% |
| 1Y | -3.7% | +313.8% | -317.5% | -12.2% |
| All | +120.8% | +2,150.5% | -2,029.6% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling