-8.6%
COF vs AS
-3.7%
-4.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -3.4% | -4.9% | +1.5% | -2.1% |
| 30D | +0.4% | +3.9% | -3.5% | -0.9% |
| 3M | -12.5% | -9.6% | -2.9% | -10.3% |
| 6M | +8.3% | -8.7% | +17.0% | +10.1% |
| YTD | -18.6% | -19.8% | +1.3% | -14.3% |
| 1Y | -8.6% | -1.5% | -7.1% | -2.7% |
| All | -8.6% | -3.7% | -4.9% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling