+45.4%
COF vs ATI
+1,021.8%
-976.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.9% | -0.6% |
| 7D | -6.1% | -2.7% | -3.4% | -5.3% |
| 30D | -5.2% | -13.5% | +8.3% | -0.9% |
| 3M | +17.0% | +8.5% | +8.5% | +13.0% |
| 6M | +12.9% | +25.2% | -12.3% | +3.3% |
| YTD | -13.5% | +73.4% | -87.0% | -29.5% |
| 1Y | -5.9% | +160.5% | -166.4% | -33.8% |
| 3Y | +117.1% | +347.3% | -230.2% | +19.7% |
| 5Y | +45.4% | +1,049.0% | -1,003.6% | -40.0% |
| All | +45.4% | +1,021.8% | -976.4% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling