+124.3%
COF vs AR
+44.7%
+79.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.7% | -2.4% |
| 7D | +1.2% | -1.8% | +3.1% | +1.5% |
| 30D | -1.4% | +12.6% | -14.0% | -3.4% |
| 3M | +19.0% | +10.0% | +9.0% | +16.8% |
| 6M | +14.9% | +0.6% | +14.2% | +13.9% |
| YTD | -10.7% | +13.4% | -24.1% | -14.2% |
| 1Y | -1.3% | +21.7% | -23.0% | -7.5% |
| 3Y | +124.3% | +45.8% | +78.5% | +98.5% |
| All | +124.3% | +44.7% | +79.6% | +98.5% |
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