+569.0%
COF vs ATI
+1,117.2%
-548.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.5% |
| 7D | +1.8% | -0.1% | +1.9% | +1.8% |
| 30D | -0.6% | +2.7% | -3.3% | -1.9% |
| 3M | +20.3% | +16.3% | +4.0% | +12.8% |
| 6M | +13.0% | +30.2% | -17.2% | +0.8% |
| YTD | -8.3% | +83.6% | -91.9% | -28.1% |
| 1Y | -1.5% | +173.0% | -174.5% | -33.7% |
| 3Y | +122.3% | +356.6% | -234.4% | +18.5% |
| 5Y | +52.5% | +1,074.2% | -1,021.7% | -44.8% |
| 10Y | +264.9% | +1,136.2% | -871.3% | +8.8% |
| All | +569.0% | +1,117.2% | -548.2% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling