+35.7%
COF vs APA
+94.1%
-58.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.4% |
| 7D | -3.4% | +8.5% | -11.9% | -5.1% |
| 30D | +0.4% | +2.8% | -2.4% | -0.5% |
| 3M | -12.5% | +21.7% | -34.2% | -16.8% |
| 6M | +8.3% | +32.6% | -24.3% | -0.1% |
| YTD | -18.6% | +103.7% | -122.3% | -34.9% |
| 1Y | -8.6% | +101.8% | -110.4% | -26.9% |
| 3Y | +94.7% | +48.1% | +46.6% | +60.4% |
| All | +35.7% | +94.1% | -58.3% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling