+46.0%
COF vs AUR
-35.7%
+81.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -5.1% | +1.4% | -6.6% | -5.3% |
| 30D | -6.0% | -6.4% | +0.4% | -5.5% |
| 3M | +14.8% | +7.7% | +7.1% | +13.3% |
| 6M | +15.3% | +44.5% | -29.2% | +9.1% |
| YTD | -13.0% | +67.4% | -80.5% | -19.3% |
| 1Y | -5.7% | +15.4% | -21.2% | -9.2% |
| 3Y | +118.1% | +94.8% | +23.3% | +85.2% |
| 5Y | +46.2% | -35.1% | +81.3% | +15.4% |
| All | +46.0% | -35.7% | +81.7% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling