+45.4%
COF vs ALM
+856.4%
-811.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.6% | +7.8% | -1.3% |
| 7D | -6.1% | -7.1% | +1.0% | -5.8% |
| 30D | -5.2% | +24.7% | -29.8% | -6.5% |
| 3M | +17.0% | +8.3% | +8.7% | +15.8% |
| 6M | +12.9% | -22.2% | +35.1% | +13.0% |
| YTD | -13.5% | +88.1% | -101.6% | -17.7% |
| 1Y | -5.9% | +272.4% | -278.2% | -14.1% |
| 3Y | +117.1% | +2,004.1% | -1,887.0% | +78.4% |
| 5Y | +45.4% | +915.8% | -870.4% | +20.5% |
| All | +45.4% | +856.4% | -811.0% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling