+94.7%
COF vs ALM
+909.2%
-814.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -7.0% | +0.3% |
| 7D | -3.4% | +1.2% | -4.6% | -3.5% |
| 30D | +0.4% | -19.3% | +19.7% | +1.5% |
| 3M | -12.5% | -40.6% | +28.1% | -10.2% |
| 6M | +8.3% | -57.9% | +66.2% | +12.7% |
| YTD | -18.6% | -6.7% | -11.9% | -20.0% |
| 1Y | -8.6% | +20.2% | -28.8% | -11.9% |
| 3Y | +94.7% | +879.4% | -784.8% | +65.0% |
| All | +94.7% | +909.2% | -814.5% | +65.0% |
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