+5,197.0%
COF vs APA
+559.1%
+4,637.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.3% |
| 7D | -3.4% | +8.5% | -11.9% | -5.8% |
| 30D | +0.4% | +2.8% | -2.4% | -0.9% |
| 3M | -12.5% | +21.7% | -34.2% | -18.5% |
| 6M | +8.3% | +32.6% | -24.3% | -3.2% |
| YTD | -18.6% | +103.7% | -122.3% | -38.0% |
| 1Y | -8.6% | +101.8% | -110.4% | -30.5% |
| 3Y | +94.7% | +48.1% | +46.6% | +56.0% |
| 5Y | +35.3% | +91.9% | -56.6% | -6.7% |
| 10Y | +185.1% | +8.4% | +176.8% | +74.3% |
| All | +5,197.0% | +559.1% | +4,637.9% | +2,157.3% |
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