+175.7%
COF vs ARWR
+1,024.2%
-848.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | -3.4% | -17.8% | +14.5% | -1.0% |
| 30D | +0.4% | -18.1% | +18.5% | +2.8% |
| 3M | -12.5% | -44.2% | +31.6% | -6.2% |
| 6M | +8.3% | -38.6% | +46.9% | +14.1% |
| YTD | -18.6% | -28.0% | +9.5% | -16.4% |
| 1Y | -8.6% | +16.1% | -24.8% | -12.5% |
| 3Y | +94.7% | +84.0% | +10.7% | +65.3% |
| 5Y | +35.3% | -35.4% | +70.7% | +25.4% |
| All | +175.7% | +1,024.2% | -848.5% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 10y: compounded portfolio wealth divided by compounded ARWR 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…
10y analysis · Full analysis span regression · 6 months rolling