+96.7%
COF vs AR
+46.6%
+50.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | -4.5% | +2.1% | -6.5% | -4.8% |
| 30D | -2.0% | +4.5% | -6.5% | -2.9% |
| 3M | -9.7% | +1.0% | -10.7% | -10.2% |
| 6M | +8.0% | +4.4% | +3.6% | +6.5% |
| YTD | -17.7% | +10.9% | -28.6% | -21.0% |
| 1Y | -9.3% | +8.6% | -17.9% | -12.8% |
| All | +96.7% | +46.6% | +50.1% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling