+348.3%
COF vs ALM
+7,705.7%
-7,357.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +1.8% | -2.6% | +4.4% | +1.8% |
| 30D | -0.6% | +32.0% | -32.6% | -0.7% |
| 3M | +20.3% | -15.0% | +35.3% | +20.3% |
| 6M | +13.0% | -10.1% | +23.1% | +13.0% |
| YTD | -8.3% | +99.4% | -107.8% | -8.6% |
| 1Y | -1.5% | +316.4% | -317.8% | -2.0% |
| 3Y | +122.3% | +2,022.0% | -1,899.7% | +119.8% |
| 5Y | +52.5% | +941.2% | -888.7% | +51.0% |
| 10Y | +264.9% | +2,950.3% | -2,685.5% | +260.2% |
| All | +348.3% | +7,705.7% | -7,357.5% | +341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling