+93.2%
COF vs ARWR
+77.5%
+15.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.2% |
| 7D | -5.0% | -17.9% | +12.9% | -2.7% |
| 30D | -2.3% | -18.9% | +16.6% | +0.2% |
| 3M | -12.7% | -46.0% | +33.3% | -5.8% |
| 6M | +6.2% | -40.3% | +46.6% | +12.4% |
| YTD | -19.2% | -29.0% | +9.8% | -17.0% |
| 1Y | -11.5% | +13.8% | -25.3% | -15.4% |
| All | +93.2% | +77.5% | +15.7% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling