-5.9%
COF vs ARWR
+195.4%
-201.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -6.1% | -4.3% | -1.8% | -5.7% |
| 30D | -5.2% | -7.3% | +2.1% | -4.5% |
| 3M | +17.0% | +17.0% | 0.0% | +14.5% |
| 6M | +12.9% | +39.8% | -26.9% | +7.8% |
| YTD | -13.5% | +24.7% | -38.2% | -16.6% |
| 1Y | -5.9% | +186.5% | -192.3% | -13.0% |
| All | -5.9% | +195.4% | -201.2% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling