-9.9%
COF vs AR
+8.7%
-18.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.9% |
| 7D | -4.5% | +2.1% | -6.5% | -4.2% |
| 30D | -2.0% | +4.5% | -6.5% | -1.3% |
| 3M | -9.7% | +1.0% | -10.7% | -9.4% |
| 6M | +8.0% | +4.4% | +3.6% | +9.5% |
| YTD | -17.7% | +10.9% | -28.6% | -16.0% |
| All | -9.9% | +8.7% | -18.6% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling