+118.1%
COF vs APTV
-55.4%
+173.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -5.1% | -5.0% | -0.1% | -3.7% |
| 30D | -6.0% | -6.1% | 0.0% | -4.3% |
| 3M | +14.8% | -33.0% | +47.8% | +28.7% |
| 6M | +15.3% | -35.2% | +50.6% | +29.1% |
| YTD | -13.0% | -40.1% | +27.1% | -0.2% |
| 1Y | -5.7% | -45.6% | +39.9% | +11.8% |
| 3Y | +118.1% | -54.4% | +172.5% | +153.0% |
| All | +118.1% | -55.4% | +173.5% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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