+5,862.8%
COF vs APD
+2,799.5%
+3,063.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | +1.8% | -2.2% | +4.0% | +3.2% |
| 30D | -0.6% | +2.1% | -2.7% | -1.9% |
| 3M | +20.3% | +7.2% | +13.1% | +14.5% |
| 6M | +13.0% | +11.2% | +1.8% | +4.3% |
| YTD | -8.3% | +24.4% | -32.7% | -21.5% |
| 1Y | -1.5% | +6.7% | -8.1% | -8.2% |
| 3Y | +122.3% | +9.2% | +113.0% | +95.2% |
| 5Y | +52.5% | +27.4% | +25.1% | +18.6% |
| 10Y | +264.9% | +164.8% | +100.1% | +75.4% |
| All | +5,862.8% | +2,799.5% | +3,063.3% | +740.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling