-5.1%
COF vs ALNY
-62.5%
+57.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | +0.7% | -30.7% | +31.4% | +3.3% |
| 30D | +5.7% | -26.7% | +32.5% | +7.7% |
| 3M | -6.7% | -26.4% | +19.7% | -5.1% |
| 6M | +9.5% | -45.9% | +55.4% | +14.0% |
| YTD | -13.9% | -59.5% | +45.6% | -4.6% |
| 1Y | -5.1% | -62.0% | +56.9% | +5.2% |
| All | -5.1% | -62.5% | +57.5% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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