+55.1%
COF vs AVAV
+40.7%
+14.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.8% | -2.2% | +4.0% | +2.1% |
| 30D | -0.6% | -13.9% | +13.4% | +1.4% |
| 3M | +20.3% | -29.2% | +49.5% | +25.1% |
| 6M | +13.0% | -36.1% | +49.1% | +18.4% |
| YTD | -8.3% | -40.2% | +31.9% | -4.3% |
| 1Y | -1.5% | -36.2% | +34.7% | +0.4% |
| 3Y | +122.3% | +47.5% | +74.7% | +82.7% |
| All | +55.1% | +40.7% | +14.4% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling