+43.1%
COF vs AU
+686.2%
-643.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -5.1% | -4.3% | -0.9% | -4.9% |
| 30D | -6.0% | +7.3% | -13.3% | -6.5% |
| 3M | +14.8% | +26.3% | -11.5% | +13.0% |
| 6M | +15.3% | +1.8% | +13.6% | +14.5% |
| YTD | -13.0% | +26.8% | -39.9% | -14.9% |
| 1Y | -5.7% | +66.7% | -72.4% | -9.3% |
| 3Y | +118.1% | +579.1% | -460.9% | +83.1% |
| All | +43.1% | +686.2% | -643.1% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling