+250.3%
COF vs AVAV
+478.0%
-227.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +3.9% | -0.4% |
| 7D | -2.7% | -3.2% | +0.5% | -2.1% |
| 30D | -3.4% | -25.6% | +22.2% | +2.1% |
| 3M | +15.4% | -20.2% | +35.6% | +18.7% |
| 6M | +14.4% | -38.1% | +52.5% | +22.4% |
| YTD | -12.0% | -41.8% | +29.8% | -6.6% |
| 1Y | -3.7% | -39.0% | +35.3% | -0.4% |
| 3Y | +121.1% | +24.1% | +97.0% | +81.4% |
| 5Y | +47.8% | +53.0% | -5.2% | +8.9% |
| 10Y | +250.3% | +493.8% | -243.5% | +60.5% |
| All | +250.3% | +478.0% | -227.7% | +60.5% |
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