+188.1%
COF vs AVAV
+360.4%
-172.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -4.5% | +9.9% | -14.3% | -6.5% |
| 30D | -2.0% | -5.4% | +3.4% | -1.5% |
| 3M | -9.7% | -36.5% | +26.8% | -2.5% |
| 6M | +8.0% | -25.3% | +33.3% | +10.7% |
| YTD | -17.7% | -48.6% | +30.9% | -11.3% |
| 1Y | -9.3% | -62.1% | +52.8% | +3.7% |
| 3Y | +96.3% | +2.3% | +94.0% | +67.1% |
| 5Y | +37.0% | +35.4% | +1.6% | +3.0% |
| 10Y | +188.1% | +345.1% | -157.0% | +54.1% |
| All | +188.1% | +360.4% | -172.3% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling