+5,197.0%
COF vs ARWR
-80.4%
+5,277.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.8% |
| 7D | -3.4% | -17.8% | +14.5% | -3.3% |
| 30D | +0.4% | -18.1% | +18.5% | +0.5% |
| 3M | -12.5% | -44.2% | +31.6% | -12.2% |
| 6M | +8.3% | -38.6% | +46.9% | +8.6% |
| YTD | -18.6% | -28.0% | +9.5% | -18.5% |
| 1Y | -8.6% | +16.1% | -24.8% | -8.8% |
| 3Y | +94.7% | +84.0% | +10.7% | +93.4% |
| 5Y | +35.3% | -35.4% | +70.7% | +34.9% |
| 10Y | +185.1% | +1,043.1% | -857.9% | +181.1% |
| All | +5,197.0% | -80.4% | +5,277.4% | +5,367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling