+96.7%
COF vs APD
+29.2%
+67.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -4.5% | -1.2% | -3.3% | -4.2% |
| 30D | -2.0% | +11.0% | -13.0% | -4.9% |
| 3M | -9.7% | +2.6% | -12.3% | -10.4% |
| 6M | +8.0% | +4.8% | +3.2% | +6.4% |
| YTD | -17.7% | +31.0% | -48.7% | -25.0% |
| 1Y | -9.3% | +23.4% | -32.7% | -15.8% |
| All | +96.7% | +29.2% | +67.5% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling