+175.7%
COF vs AVAV
+315.4%
-139.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.3% |
| 7D | -3.4% | +4.2% | -7.6% | -4.3% |
| 30D | +0.4% | -2.6% | +2.9% | +0.3% |
| 3M | -12.5% | -38.0% | +25.4% | -5.1% |
| 6M | +8.3% | -27.0% | +35.3% | +11.5% |
| YTD | -18.6% | -51.4% | +32.8% | -11.3% |
| 1Y | -8.6% | -60.2% | +51.6% | +3.3% |
| 3Y | +94.7% | -6.7% | +101.3% | +69.0% |
| 5Y | +35.3% | +28.3% | +7.0% | +2.8% |
| All | +175.7% | +315.4% | -139.7% | +50.5% |
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