+688.4%
COF vs AU
+751.1%
-62.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.4% |
| 7D | -6.1% | -7.0% | +0.9% | -5.5% |
| 30D | -5.2% | +7.3% | -12.4% | -5.8% |
| 3M | +17.0% | +33.2% | -16.2% | +13.9% |
| 6M | +12.9% | -0.6% | +13.5% | +12.2% |
| YTD | -13.5% | +26.2% | -39.7% | -16.2% |
| 1Y | -5.9% | +68.3% | -74.1% | -11.3% |
| 3Y | +117.1% | +592.1% | -475.0% | +77.1% |
| 5Y | +45.4% | +685.3% | -639.9% | +15.1% |
| 10Y | +244.1% | +682.5% | -438.5% | +155.0% |
| All | +688.4% | +751.1% | -62.7% | +528.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling