+47.8%
COF vs ARWR
+25.7%
+22.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.0% |
| 7D | -2.7% | -3.2% | +0.6% | -2.1% |
| 30D | -3.4% | -6.5% | +3.1% | -2.4% |
| 3M | +15.4% | +12.7% | +2.7% | +12.4% |
| 6M | +14.4% | +36.2% | -21.8% | +7.5% |
| YTD | -12.0% | +24.5% | -36.4% | -16.3% |
| 1Y | -3.7% | +198.0% | -201.7% | -22.2% |
| 3Y | +121.1% | +176.4% | -55.3% | +64.8% |
| 5Y | +47.8% | +26.6% | +21.3% | +15.2% |
| All | +47.8% | +25.7% | +22.1% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling