-5.1%
COF vs APD
+36.4%
-41.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | +0.7% | +3.8% | -3.1% | +0.4% |
| 30D | +5.7% | +14.1% | -8.4% | +4.8% |
| 3M | -6.7% | +8.2% | -14.9% | -7.1% |
| 6M | +9.5% | +7.5% | +1.9% | +9.1% |
| YTD | -13.9% | +31.7% | -45.5% | -15.7% |
| 1Y | -5.1% | +35.1% | -40.1% | -7.4% |
| All | -5.1% | +36.4% | -41.4% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling