+43.1%
COF vs ALNY
+30.5%
+12.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -5.1% | -6.5% | +1.4% | -4.4% |
| 30D | -6.0% | +11.0% | -17.1% | -7.2% |
| 3M | +14.8% | -14.1% | +28.9% | +15.8% |
| 6M | +15.3% | -22.4% | +37.7% | +17.7% |
| YTD | -13.0% | -37.5% | +24.4% | -9.0% |
| 1Y | -5.7% | -46.9% | +41.2% | +0.4% |
| 3Y | +118.1% | +22.1% | +96.1% | +106.7% |
| All | +43.1% | +30.5% | +12.6% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling