-5.1%
COF vs AU
+42.5%
-47.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -1.9% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +5.7% | -7.0% | +12.7% | +6.3% |
| 3M | -6.7% | +8.5% | -15.2% | -7.7% |
| 6M | +9.5% | -1.3% | +10.7% | +8.7% |
| YTD | -13.9% | +6.8% | -20.6% | -16.7% |
| 1Y | -5.1% | +44.6% | -49.7% | -12.9% |
| All | -5.1% | +42.5% | -47.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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