-1.5%
COF vs ALNY
-40.8%
+39.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.8% | +12.2% | -10.4% | +0.5% |
| 30D | -0.6% | +16.3% | -16.9% | -2.2% |
| 3M | +20.3% | -12.4% | +32.7% | +20.4% |
| 6M | +13.0% | -18.7% | +31.7% | +14.5% |
| YTD | -8.3% | -33.1% | +24.7% | -5.8% |
| 1Y | -1.5% | -41.3% | +39.9% | -0.2% |
| All | -1.5% | -40.8% | +39.3% | -0.2% |
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