-1.5%
COF vs AUR
+11.8%
-13.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.8% | +8.7% | -6.9% | +0.5% |
| 30D | -0.6% | -5.2% | +4.7% | -0.1% |
| 3M | +20.3% | -7.3% | +27.6% | +20.6% |
| 6M | +13.0% | +41.2% | -28.2% | +3.1% |
| YTD | -8.3% | +65.1% | -73.4% | -18.7% |
| 1Y | -1.5% | +13.4% | -14.9% | -8.6% |
| All | -1.5% | +11.8% | -13.3% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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