+6.2%
COF vs ARWR
-38.7%
+44.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -1.5% |
| 7D | -5.0% | -17.9% | +12.9% | -3.9% |
| 30D | -2.3% | -18.9% | +16.6% | -1.1% |
| 3M | -12.7% | -46.0% | +33.3% | -10.0% |
| 6M | +6.2% | -40.3% | +46.6% | +9.0% |
| All | +6.2% | -38.7% | +44.9% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling