+242.0%
COF vs APA
-2.4%
+244.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | -5.1% | +4.6% | -9.7% | -6.4% |
| 30D | -6.0% | +11.9% | -17.9% | -9.2% |
| 3M | +14.8% | +22.5% | -7.6% | +7.2% |
| 6M | +15.3% | +37.5% | -22.2% | +2.1% |
| YTD | -13.0% | +87.2% | -100.2% | -30.4% |
| 1Y | -5.7% | +101.4% | -107.1% | -26.9% |
| 3Y | +118.1% | +16.9% | +101.2% | +91.0% |
| 5Y | +46.2% | +178.4% | -132.2% | -7.6% |
| All | +242.0% | -2.4% | +244.4% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling