+240.0%
COF vs ARWR
+1,080.6%
-840.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -6.1% | -4.3% | -1.8% | -5.6% |
| 30D | -5.2% | -7.3% | +2.1% | -4.3% |
| 3M | +17.0% | +17.0% | 0.0% | +14.1% |
| 6M | +12.9% | +39.8% | -26.9% | +7.4% |
| YTD | -13.5% | +24.7% | -38.2% | -16.8% |
| 1Y | -5.9% | +186.5% | -192.3% | -19.2% |
| 3Y | +117.1% | +176.8% | -59.7% | +77.0% |
| 5Y | +45.4% | +29.3% | +16.1% | +24.6% |
| All | +240.0% | +1,080.6% | -840.6% | +143.3% |
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