+5,709.6%
COF vs APA
+489.6%
+5,220.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -3.1% |
| 7D | +1.2% | -1.7% | +2.9% | +1.7% |
| 30D | -1.4% | +15.7% | -17.1% | -6.1% |
| 3M | +19.0% | +16.5% | +2.6% | +11.9% |
| 6M | +14.9% | +35.1% | -20.2% | +1.1% |
| YTD | -10.7% | +82.2% | -92.9% | -29.1% |
| 1Y | -1.3% | +102.5% | -103.7% | -25.3% |
| 3Y | +124.3% | +10.3% | +114.0% | +97.9% |
| 5Y | +51.1% | +166.1% | -115.0% | -6.4% |
| 10Y | +252.4% | -4.9% | +257.2% | +125.3% |
| All | +5,709.6% | +489.6% | +5,220.0% | +2,481.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling