+65.6%
COF vs AS
+114.1%
-48.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.3% | -1.9% |
| 7D | +1.2% | -2.6% | +3.9% | +1.9% |
| 30D | -1.4% | -22.1% | +20.7% | +4.7% |
| 3M | +19.0% | -15.3% | +34.3% | +23.6% |
| 6M | +14.9% | -15.6% | +30.4% | +19.1% |
| YTD | -10.7% | -23.2% | +12.5% | -5.5% |
| 1Y | -1.3% | -21.7% | +20.4% | +3.6% |
| All | +65.6% | +114.1% | -48.5% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling