+94.7%
COF vs ATI
+318.7%
-224.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.7% |
| 7D | -3.4% | +4.2% | -7.5% | -4.5% |
| 30D | +0.4% | -2.5% | +2.9% | +0.6% |
| 3M | -12.5% | -19.4% | +6.9% | -7.9% |
| 6M | +8.3% | +11.1% | -2.8% | +3.1% |
| YTD | -18.6% | +59.5% | -78.1% | -31.4% |
| 1Y | -8.6% | +85.8% | -94.4% | -26.7% |
| 3Y | +94.7% | +311.9% | -217.2% | +18.0% |
| All | +94.7% | +318.7% | -224.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 3y: compounded portfolio wealth divided by compounded ATI 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…
3y analysis · Full analysis span regression · 6 months rolling