-11.5%
COF vs APD
+23.7%
-35.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.0% | +2.2% | -7.2% | -5.2% |
| 30D | -2.3% | +9.4% | -11.7% | -3.2% |
| 3M | -12.7% | +4.7% | -17.3% | -13.0% |
| 6M | +6.2% | +5.5% | +0.7% | +5.8% |
| YTD | -19.2% | +31.4% | -50.6% | -23.1% |
| 1Y | -11.5% | +24.1% | -35.6% | -14.6% |
| All | -11.5% | +23.7% | -35.1% | -14.6% |
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