+47.8%
COF vs APD
+25.2%
+22.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -2.7% | -4.6% | +1.9% | -0.9% |
| 30D | -3.4% | -4.2% | +0.8% | -1.7% |
| 3M | +15.4% | +5.0% | +10.4% | +12.9% |
| 6M | +14.4% | +8.9% | +5.5% | +9.7% |
| YTD | -12.0% | +21.9% | -33.9% | -19.8% |
| 1Y | -3.7% | +5.6% | -9.3% | -7.0% |
| 3Y | +121.1% | +6.9% | +114.2% | +109.3% |
| 5Y | +47.8% | +25.3% | +22.5% | +14.2% |
| All | +47.8% | +25.2% | +22.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling