+45.4%
COF vs APO
+128.1%
-82.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -0.5% |
| 7D | -6.1% | -4.9% | -1.2% | -3.4% |
| 30D | -5.2% | -8.4% | +3.3% | -0.5% |
| 3M | +17.0% | -2.1% | +19.1% | +17.5% |
| 6M | +12.9% | +19.2% | -6.3% | +0.7% |
| YTD | -13.5% | -10.5% | -3.0% | -9.4% |
| 1Y | -5.9% | -2.7% | -3.2% | -6.5% |
| 3Y | +117.1% | +52.5% | +64.6% | +66.2% |
| 5Y | +45.4% | +132.1% | -86.7% | -16.1% |
| All | +45.4% | +128.1% | -82.7% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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